ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 80.425 80.475 0.050 0.1% 80.535
High 80.580 80.880 0.300 0.4% 81.340
Low 80.100 80.440 0.340 0.4% 79.835
Close 80.455 80.605 0.150 0.2% 80.460
Range 0.480 0.440 -0.040 -8.3% 1.505
ATR 0.690 0.672 -0.018 -2.6% 0.000
Volume 19,226 28,710 9,484 49.3% 133,733
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 81.962 81.723 80.847
R3 81.522 81.283 80.726
R2 81.082 81.082 80.686
R1 80.843 80.843 80.645 80.963
PP 80.642 80.642 80.642 80.701
S1 80.403 80.403 80.565 80.523
S2 80.202 80.202 80.524
S3 79.762 79.963 80.484
S4 79.322 79.523 80.363
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 80.920 79.835 1.085 1.3% 0.581 0.7% 71% False False 25,216
10 81.340 79.835 1.505 1.9% 0.652 0.8% 51% False False 25,331
20 81.430 79.610 1.820 2.3% 0.719 0.9% 55% False False 25,126
40 81.430 76.740 4.690 5.8% 0.655 0.8% 82% False False 22,847
60 81.430 76.200 5.230 6.5% 0.647 0.8% 84% False False 20,661
80 81.430 74.545 6.885 8.5% 0.645 0.8% 88% False False 15,805
100 81.430 74.545 6.885 8.5% 0.615 0.8% 88% False False 12,664
120 81.430 74.545 6.885 8.5% 0.566 0.7% 88% False False 10,556
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.148
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.750
2.618 82.032
1.618 81.592
1.000 81.320
0.618 81.152
HIGH 80.880
0.618 80.712
0.500 80.660
0.382 80.608
LOW 80.440
0.618 80.168
1.000 80.000
1.618 79.728
2.618 79.288
4.250 78.570
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 80.660 80.573
PP 80.642 80.542
S1 80.623 80.510

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

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