ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 80.475 80.615 0.140 0.2% 80.535
High 80.880 80.865 -0.015 0.0% 81.340
Low 80.440 80.315 -0.125 -0.2% 79.835
Close 80.605 80.465 -0.140 -0.2% 80.460
Range 0.440 0.550 0.110 25.0% 1.505
ATR 0.672 0.663 -0.009 -1.3% 0.000
Volume 28,710 24,082 -4,628 -16.1% 133,733
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.198 81.882 80.768
R3 81.648 81.332 80.616
R2 81.098 81.098 80.566
R1 80.782 80.782 80.515 80.665
PP 80.548 80.548 80.548 80.490
S1 80.232 80.232 80.415 80.115
S2 79.998 79.998 80.364
S3 79.448 79.682 80.314
S4 78.898 79.132 80.163
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 79.970 0.950 1.2% 0.538 0.7% 52% False False 24,713
10 81.340 79.835 1.505 1.9% 0.650 0.8% 42% False False 25,169
20 81.430 79.610 1.820 2.3% 0.703 0.9% 47% False False 24,987
40 81.430 76.740 4.690 5.8% 0.651 0.8% 79% False False 22,867
60 81.430 76.235 5.195 6.5% 0.649 0.8% 81% False False 20,953
80 81.430 74.545 6.885 8.6% 0.647 0.8% 86% False False 16,105
100 81.430 74.545 6.885 8.6% 0.617 0.8% 86% False False 12,905
120 81.430 74.545 6.885 8.6% 0.568 0.7% 86% False False 10,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.203
2.618 82.305
1.618 81.755
1.000 81.415
0.618 81.205
HIGH 80.865
0.618 80.655
0.500 80.590
0.382 80.525
LOW 80.315
0.618 79.975
1.000 79.765
1.618 79.425
2.618 78.875
4.250 77.978
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 80.590 80.490
PP 80.548 80.482
S1 80.507 80.473

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

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