ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 80.590 80.980 0.390 0.5% 80.435
High 81.050 80.980 -0.070 -0.1% 81.430
Low 80.145 80.410 0.265 0.3% 79.610
Close 80.910 80.915 0.005 0.0% 80.720
Range 0.905 0.570 -0.335 -37.0% 1.820
ATR 0.707 0.697 -0.010 -1.4% 0.000
Volume 12,466 25,701 13,235 106.2% 83,522
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.478 82.267 81.229
R3 81.908 81.697 81.072
R2 81.338 81.338 81.020
R1 81.127 81.127 80.967 80.948
PP 80.768 80.768 80.768 80.679
S1 80.557 80.557 80.863 80.378
S2 80.198 80.198 80.811
S3 79.628 79.987 80.758
S4 79.058 79.417 80.602
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 80.145 1.285 1.6% 0.713 0.9% 60% False False 23,583
10 81.430 79.610 1.820 2.2% 0.756 0.9% 72% False False 24,805
20 81.430 78.530 2.900 3.6% 0.680 0.8% 82% False False 24,544
40 81.430 76.740 4.690 5.8% 0.652 0.8% 89% False False 20,181
60 81.430 74.655 6.775 8.4% 0.653 0.8% 92% False False 17,251
80 81.430 74.545 6.885 8.5% 0.630 0.8% 93% False False 12,981
100 81.430 74.545 6.885 8.5% 0.586 0.7% 93% False False 10,390
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.166
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.403
2.618 82.472
1.618 81.902
1.000 81.550
0.618 81.332
HIGH 80.980
0.618 80.762
0.500 80.695
0.382 80.628
LOW 80.410
0.618 80.058
1.000 79.840
1.618 79.488
2.618 78.918
4.250 77.988
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 80.842 80.809
PP 80.768 80.703
S1 80.695 80.598

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

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