ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 80.300 79.770 -0.530 -0.7% 80.425
High 80.330 80.180 -0.150 -0.2% 80.880
Low 79.695 79.765 0.070 0.1% 79.695
Close 79.840 80.175 0.335 0.4% 79.840
Range 0.635 0.415 -0.220 -34.6% 1.185
ATR 0.638 0.622 -0.016 -2.5% 0.000
Volume 30,569 28,579 -1,990 -6.5% 133,686
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 81.285 81.145 80.403
R3 80.870 80.730 80.289
R2 80.455 80.455 80.251
R1 80.315 80.315 80.213 80.385
PP 80.040 80.040 80.040 80.075
S1 79.900 79.900 80.137 79.970
S2 79.625 79.625 80.099
S3 79.210 79.485 80.061
S4 78.795 79.070 79.947
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% 0.472 0.6% 41% False False 28,607
10 81.340 79.695 1.645 2.1% 0.574 0.7% 29% False False 26,699
20 81.430 79.610 1.820 2.3% 0.661 0.8% 31% False False 24,343
40 81.430 76.985 4.445 5.5% 0.648 0.8% 72% False False 23,605
60 81.430 76.725 4.705 5.9% 0.645 0.8% 73% False False 21,317
80 81.430 74.545 6.885 8.6% 0.641 0.8% 82% False False 17,227
100 81.430 74.545 6.885 8.6% 0.619 0.8% 82% False False 13,807
120 81.430 74.545 6.885 8.6% 0.576 0.7% 82% False False 11,508
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.134
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.944
2.618 81.266
1.618 80.851
1.000 80.595
0.618 80.436
HIGH 80.180
0.618 80.021
0.500 79.973
0.382 79.924
LOW 79.765
0.618 79.509
1.000 79.350
1.618 79.094
2.618 78.679
4.250 78.001
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 80.108 80.161
PP 80.040 80.147
S1 79.973 80.133

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

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