ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 81.195 80.690 -0.505 -0.6% 80.435
High 81.430 80.745 -0.685 -0.8% 81.430
Low 80.600 80.430 -0.170 -0.2% 79.610
Close 80.720 80.585 -0.135 -0.2% 80.720
Range 0.830 0.315 -0.515 -62.0% 1.820
ATR 0.721 0.692 -0.029 -4.0% 0.000
Volume 28,101 23,239 -4,862 -17.3% 83,522
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.532 81.373 80.758
R3 81.217 81.058 80.672
R2 80.902 80.902 80.643
R1 80.743 80.743 80.614 80.665
PP 80.587 80.587 80.587 80.548
S1 80.428 80.428 80.556 80.350
S2 80.272 80.272 80.527
S3 79.957 80.113 80.498
S4 79.642 79.798 80.412
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.047 85.203 81.721
R3 84.227 83.383 81.221
R2 82.407 82.407 81.054
R1 81.563 81.563 80.887 81.985
PP 80.587 80.587 80.587 80.798
S1 79.743 79.743 80.553 80.165
S2 78.767 78.767 80.386
S3 76.947 77.923 80.220
S4 75.127 76.103 79.719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.430 79.610 1.820 2.3% 0.776 1.0% 54% False False 21,352
10 81.430 79.610 1.820 2.3% 0.740 0.9% 54% False False 27,942
20 81.430 78.200 3.230 4.0% 0.652 0.8% 74% False False 24,234
40 81.430 76.740 4.690 5.8% 0.644 0.8% 82% False False 20,074
60 81.430 74.545 6.885 8.5% 0.648 0.8% 88% False False 16,625
80 81.430 74.545 6.885 8.5% 0.622 0.8% 88% False False 12,504
100 81.430 74.545 6.885 8.5% 0.577 0.7% 88% False False 10,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.132
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 82.084
2.618 81.570
1.618 81.255
1.000 81.060
0.618 80.940
HIGH 80.745
0.618 80.625
0.500 80.588
0.382 80.550
LOW 80.430
0.618 80.235
1.000 80.115
1.618 79.920
2.618 79.605
4.250 79.091
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 80.588 80.843
PP 80.587 80.757
S1 80.586 80.671

These figures are updated between 7pm and 10pm EST after a trading day.

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