ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	81.265	80.700	-0.565	-0.7%	80.930
High	81.600	80.890	-0.710	-0.9%	81.500
Low	80.740	80.135	-0.605	-0.7%	80.430
Close	80.885	80.310	-0.575	-0.7%	80.755
Range	0.860	0.755	-0.105	-12.2%	1.070
ATR	0.624	0.633	0.009	1.5%	0.000
Volume	527	1,391	864	163.9%	1,270

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.710	82.265	80.725
R3	81.955	81.510	80.518
R2	81.200	81.200	80.448
R1	80.755	80.755	80.379	80.600
PP	80.445	80.445	80.445	80.368
S1	80.000	80.000	80.241	79.845
S2	79.690	79.690	80.172
S3	78.935	79.245	80.102
S4	78.180	78.490	79.895

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.105	83.500	81.344
R3	83.035	82.430	81.049
R2	81.965	81.965	80.951
R1	81.360	81.360	80.853	81.128
PP	80.895	80.895	80.895	80.779
S1	80.290	80.290	80.657	80.058
S2	79.825	79.825	80.559
S3	78.755	79.220	80.461
S4	77.685	78.150	80.167

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.600	80.135	1.465	1.8%	0.718	0.9%	12%	False	True	595
10	81.700	80.135	1.565	1.9%	0.675	0.8%	11%	False	True	412
20	81.700	79.910	1.790	2.2%	0.634	0.8%	22%	False	False	371
40	81.700	77.170	4.530	5.6%	0.489	0.6%	69%	False	False	199

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.198
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.099
2.618	82.867
1.618	82.112
1.000	81.645
0.618	81.357
HIGH	80.890
0.618	80.602
0.500	80.513
0.382	80.423
LOW	80.135
0.618	79.668
1.000	79.380
1.618	78.913
2.618	78.158
4.250	76.926

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	80.513	80.868
PP	80.445	80.682
S1	80.378	80.496

Download as Excel Spreadsheet

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

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