ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 80.445 80.085 -0.360 -0.4% 80.690
High 80.600 80.700 0.100 0.1% 81.195
Low 79.835 79.970 0.135 0.2% 80.145
Close 80.020 80.585 0.565 0.7% 80.440
Range 0.765 0.730 -0.035 -4.6% 1.050
ATR 0.722 0.722 0.001 0.1% 0.000
Volume 26,597 27,859 1,262 4.7% 107,354
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.608 82.327 80.987
R3 81.878 81.597 80.786
R2 81.148 81.148 80.719
R1 80.867 80.867 80.652 81.008
PP 80.418 80.418 80.418 80.489
S1 80.137 80.137 80.518 80.278
S2 79.688 79.688 80.451
S3 78.958 79.407 80.384
S4 78.228 78.677 80.184
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% 0.808 1.0% 50% False False 26,756
10 81.430 79.835 1.595 2.0% 0.716 0.9% 47% False False 24,549
20 81.430 79.510 1.920 2.4% 0.743 0.9% 56% False False 26,261
40 81.430 76.740 4.690 5.8% 0.675 0.8% 82% False False 22,320
60 81.430 74.930 6.500 8.1% 0.673 0.8% 87% False False 19,825
80 81.430 74.545 6.885 8.5% 0.650 0.8% 88% False False 14,920
100 81.430 74.545 6.885 8.5% 0.611 0.8% 88% False False 11,949
120 81.430 74.545 6.885 8.5% 0.561 0.7% 88% False False 9,959
Crabel Price Patterns
NR True
NR4 True
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 0.187
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.803
2.618 82.611
1.618 81.881
1.000 81.430
0.618 81.151
HIGH 80.700
0.618 80.421
0.500 80.335
0.382 80.249
LOW 79.970
0.618 79.519
1.000 79.240
1.618 78.789
2.618 78.059
4.250 76.868
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 80.502 80.588
PP 80.418 80.587
S1 80.335 80.586

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

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