ICE US Dollar Index Future March 2010

Trading Metrics calculated at close of trading on 12-Mar-2010

Day Change Summary
	Previous	Current
	11-Mar-2010	12-Mar-2010	Change	Change %	Previous Week
Open	80.535	80.300	-0.235	-0.3%	80.425
High	80.570	80.330	-0.240	-0.3%	80.880
Low	80.250	79.695	-0.555	-0.7%	79.695
Close	80.315	79.840	-0.475	-0.6%	79.840
Range	0.320	0.635	0.315	98.4%	1.185
ATR	0.639	0.638	0.000	0.0%	0.000
Volume	31,099	30,569	-530	-1.7%	133,686

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.860	81.485	80.189
R3	81.225	80.850	80.015
R2	80.590	80.590	79.956
R1	80.215	80.215	79.898	80.085
PP	79.955	79.955	79.955	79.890
S1	79.580	79.580	79.782	79.450
S2	79.320	79.320	79.724
S3	78.685	78.945	79.665
S4	78.050	78.310	79.491

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.693	82.952	80.492
R3	82.508	81.767	80.166
R2	81.323	81.323	80.057
R1	80.582	80.582	79.949	80.360
PP	80.138	80.138	80.138	80.028
S1	79.397	79.397	79.731	79.175
S2	78.953	78.953	79.623
S3	77.768	78.212	79.514
S4	76.583	77.027	79.188

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.880	79.695	1.185	1.5%	0.485	0.6%	12%	False	True	26,737
10	81.340	79.695	1.645	2.1%	0.631	0.8%	9%	False	True	26,741
20	81.430	79.610	1.820	2.3%	0.678	0.8%	13%	False	False	24,529
40	81.430	76.810	4.620	5.8%	0.646	0.8%	66%	False	False	23,285
60	81.430	76.640	4.790	6.0%	0.644	0.8%	67%	False	False	21,303
80	81.430	74.545	6.885	8.6%	0.642	0.8%	77%	False	False	16,870
100	81.430	74.545	6.885	8.6%	0.621	0.8%	77%	False	False	13,521
120	81.430	74.545	6.885	8.6%	0.574	0.7%	77%	False	False	11,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.154
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.029
2.618	81.992
1.618	81.357
1.000	80.965
0.618	80.722
HIGH	80.330
0.618	80.087
0.500	80.013
0.382	79.938
LOW	79.695
0.618	79.303
1.000	79.060
1.618	78.668
2.618	78.033
4.250	76.996

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	80.013	80.280
PP	79.955	80.133
S1	79.898	79.987

Download as Excel Spreadsheet

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

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