ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 80.580 80.425 -0.155 -0.2% 80.535
High 80.920 80.580 -0.340 -0.4% 81.340
Low 80.430 80.100 -0.330 -0.4% 79.835
Close 80.460 80.455 -0.005 0.0% 80.460
Range 0.490 0.480 -0.010 -2.0% 1.505
ATR 0.706 0.690 -0.016 -2.3% 0.000
Volume 23,691 19,226 -4,465 -18.8% 133,733
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 81.818 81.617 80.719
R3 81.338 81.137 80.587
R2 80.858 80.858 80.543
R1 80.657 80.657 80.499 80.758
PP 80.378 80.378 80.378 80.429
S1 80.177 80.177 80.411 80.278
S2 79.898 79.898 80.367
S3 79.418 79.697 80.323
S4 78.938 79.217 80.191
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.060 84.265 81.288
R3 83.555 82.760 80.874
R2 82.050 82.050 80.736
R1 81.255 81.255 80.598 80.900
PP 80.545 80.545 80.545 80.368
S1 79.750 79.750 80.322 79.395
S2 79.040 79.040 80.184
S3 77.535 78.245 80.046
S4 76.030 76.740 79.632
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% 0.676 0.8% 41% False False 24,791
10 81.340 79.835 1.505 1.9% 0.698 0.9% 41% False False 23,707
20 81.430 79.610 1.820 2.3% 0.719 0.9% 46% False False 25,825
40 81.430 76.740 4.690 5.8% 0.667 0.8% 79% False False 22,512
60 81.430 75.875 5.555 6.9% 0.653 0.8% 82% False False 20,312
80 81.430 74.545 6.885 8.6% 0.644 0.8% 86% False False 15,447
100 81.430 74.545 6.885 8.6% 0.612 0.8% 86% False False 12,377
120 81.430 74.545 6.885 8.6% 0.567 0.7% 86% False False 10,316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.189
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 82.620
2.618 81.837
1.618 81.357
1.000 81.060
0.618 80.877
HIGH 80.580
0.618 80.397
0.500 80.340
0.382 80.283
LOW 80.100
0.618 79.803
1.000 79.620
1.618 79.323
2.618 78.843
4.250 78.060
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 80.417 80.452
PP 80.378 80.448
S1 80.340 80.445

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

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