ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	80.690	80.590	-0.100	-0.1%	80.435
High	80.745	81.050	0.305	0.4%	81.430
Low	80.430	80.145	-0.285	-0.4%	79.610
Close	80.585	80.910	0.325	0.4%	80.720
Range	0.315	0.905	0.590	187.3%	1.820
ATR	0.692	0.707	0.015	2.2%	0.000
Volume	23,239	12,466	-10,773	-46.4%	83,522

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.417	83.068	81.408
R3	82.512	82.163	81.159
R2	81.607	81.607	81.076
R1	81.258	81.258	80.993	81.433
PP	80.702	80.702	80.702	80.789
S1	80.353	80.353	80.827	80.528
S2	79.797	79.797	80.744
S3	78.892	79.448	80.661
S4	77.987	78.543	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	2.2%	0.799	1.0%	71%	False	False	23,432
10	81.430	79.610	1.820	2.2%	0.787	1.0%	71%	False	False	24,921
20	81.430	78.235	3.195	3.9%	0.682	0.8%	84%	False	False	23,823
40	81.430	76.740	4.690	5.8%	0.653	0.8%	89%	False	False	19,930
60	81.430	74.545	6.885	8.5%	0.659	0.8%	92%	False	False	16,829
80	81.430	74.545	6.885	8.5%	0.628	0.8%	92%	False	False	12,660
100	81.430	74.545	6.885	8.5%	0.583	0.7%	92%	False	False	10,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.166
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.896
2.618	83.419
1.618	82.514
1.000	81.955
0.618	81.609
HIGH	81.050
0.618	80.704
0.500	80.598
0.382	80.491
LOW	80.145
0.618	79.586
1.000	79.240
1.618	78.681
2.618	77.776
4.250	76.299

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	80.806	80.869
PP	80.702	80.828
S1	80.598	80.788

Download as Excel Spreadsheet

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

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