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

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

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