ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 80.930 80.445 -0.485 -0.6% 80.690
High 81.340 80.600 -0.740 -0.9% 81.195
Low 80.425 79.835 -0.590 -0.7% 80.145
Close 80.575 80.020 -0.555 -0.7% 80.440
Range 0.915 0.765 -0.150 -16.4% 1.050
ATR 0.718 0.722 0.003 0.5% 0.000
Volume 26,585 26,597 12 0.0% 107,354
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.447 81.998 80.441
R3 81.682 81.233 80.230
R2 80.917 80.917 80.160
R1 80.468 80.468 80.090 80.310
PP 80.152 80.152 80.152 80.073
S1 79.703 79.703 79.950 79.545
S2 79.387 79.387 79.880
S3 78.622 78.938 79.810
S4 77.857 78.173 79.599
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 81.340 79.835 1.505 1.9% 0.761 1.0% 12% False True 25,626
10 81.430 79.835 1.595 2.0% 0.737 0.9% 12% False True 24,604
20 81.430 78.830 2.600 3.2% 0.746 0.9% 46% False False 25,640
40 81.430 76.740 4.690 5.9% 0.671 0.8% 70% False False 22,080
60 81.430 74.750 6.680 8.3% 0.668 0.8% 79% False False 19,366
80 81.430 74.545 6.885 8.6% 0.646 0.8% 80% False False 14,580
100 81.430 74.545 6.885 8.6% 0.609 0.8% 80% False False 11,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.213
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.851
2.618 82.603
1.618 81.838
1.000 81.365
0.618 81.073
HIGH 80.600
0.618 80.308
0.500 80.218
0.382 80.127
LOW 79.835
0.618 79.362
1.000 79.070
1.618 78.597
2.618 77.832
4.250 76.584
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 80.218 80.588
PP 80.152 80.398
S1 80.086 80.209

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

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