ICE US Dollar Index Future June 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	80.540	80.000	-0.540	-0.7%	80.720
High	80.600	80.650	0.050	0.1%	81.135
Low	79.945	79.990	0.045	0.1%	79.945
Close	80.075	80.500	0.425	0.5%	80.075
Range	0.655	0.660	0.005	0.8%	1.190
ATR	0.587	0.592	0.005	0.9%	0.000
Volume	31,219	47,272	16,053	51.4%	70,188

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.360	82.090	80.863
R3	81.700	81.430	80.682
R2	81.040	81.040	80.621
R1	80.770	80.770	80.561	80.905
PP	80.380	80.380	80.380	80.448
S1	80.110	80.110	80.440	80.245
S2	79.720	79.720	80.379
S3	79.060	79.450	80.319
S4	78.400	78.790	80.137

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.955	83.205	80.730
R3	82.765	82.015	80.402
R2	81.575	81.575	80.293
R1	80.825	80.825	80.184	80.605
PP	80.385	80.385	80.385	80.275
S1	79.635	79.635	79.966	79.415
S2	79.195	79.195	79.857
S3	78.005	78.445	79.748
S4	76.815	77.255	79.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.135	79.945	1.190	1.5%	0.516	0.6%	47%	False	False	23,109
10	81.600	79.945	1.655	2.1%	0.594	0.7%	34%	False	False	12,253
20	81.700	79.920	1.780	2.2%	0.635	0.8%	33%	False	False	6,246
40	81.700	77.405	4.295	5.3%	0.539	0.7%	72%	False	False	3,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.140
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.455
2.618	82.378
1.618	81.718
1.000	81.310
0.618	81.058
HIGH	80.650
0.618	80.398
0.500	80.320
0.382	80.242
LOW	79.990
0.618	79.582
1.000	79.330
1.618	78.922
2.618	78.262
4.250	77.185

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	80.440	80.464
PP	80.380	80.428
S1	80.320	80.393

Download as Excel Spreadsheet

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

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