ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	80.820	80.535	-0.285	-0.4%	80.690
High	80.835	81.315	0.480	0.6%	81.195
Low	80.190	80.330	0.140	0.2%	80.145
Close	80.440	80.705	0.265	0.3%	80.440
Range	0.645	0.985	0.340	52.7%	1.050
ATR	0.682	0.703	0.022	3.2%	0.000
Volume	23,741	29,001	5,260	22.2%	107,354

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.738	83.207	81.247
R3	82.753	82.222	80.976
R2	81.768	81.768	80.886
R1	81.237	81.237	80.795	81.503
PP	80.783	80.783	80.783	80.916
S1	80.252	80.252	80.615	80.518
S2	79.798	79.798	80.524
S3	78.813	79.267	80.434
S4	77.828	78.282	80.163

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.743	83.142	81.018
R3	82.693	82.092	80.729
R2	81.643	81.643	80.633
R1	81.042	81.042	80.536	80.818
PP	80.593	80.593	80.593	80.481
S1	79.992	79.992	80.344	79.768
S2	79.543	79.543	80.248
S3	78.493	78.942	80.151
S4	77.443	77.892	79.863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.315	80.145	1.170	1.4%	0.720	0.9%	48%	True	False	22,623
10	81.430	79.610	1.820	2.3%	0.748	0.9%	60%	False	False	21,987
20	81.430	78.830	2.600	3.2%	0.704	0.9%	72%	False	False	25,047
40	81.430	76.740	4.690	5.8%	0.669	0.8%	85%	False	False	21,262
60	81.430	74.655	6.775	8.4%	0.658	0.8%	89%	False	False	18,491
80	81.430	74.545	6.885	8.5%	0.639	0.8%	89%	False	False	13,917
100	81.430	74.545	6.885	8.5%	0.599	0.7%	89%	False	False	11,139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.169
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.501
2.618	83.894
1.618	82.909
1.000	82.300
0.618	81.924
HIGH	81.315
0.618	80.939
0.500	80.823
0.382	80.706
LOW	80.330
0.618	79.721
1.000	79.345
1.618	78.736
2.618	77.751
4.250	76.144

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	80.823	80.753
PP	80.783	80.737
S1	80.744	80.721

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols