ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	80.000	80.415	0.415	0.5%	80.720
High	80.650	80.535	-0.115	-0.1%	81.135
Low	79.990	79.850	-0.140	-0.2%	79.945
Close	80.500	79.995	-0.505	-0.6%	80.075
Range	0.660	0.685	0.025	3.8%	1.190
ATR	0.592	0.598	0.007	1.1%	0.000
Volume	47,272	22,807	-24,465	-51.8%	70,188

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.182	81.773	80.372
R3	81.497	81.088	80.183
R2	80.812	80.812	80.121
R1	80.403	80.403	80.058	80.265
PP	80.127	80.127	80.127	80.058
S1	79.718	79.718	79.932	79.580
S2	79.442	79.442	79.869
S3	78.757	79.033	79.807
S4	78.072	78.348	79.618

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	81.130	79.850	1.280	1.6%	0.570	0.7%	11%	False	True	24,871
10	81.200	79.850	1.350	1.7%	0.577	0.7%	11%	False	True	14,481
20	81.700	79.850	1.850	2.3%	0.637	0.8%	8%	False	True	7,385
40	81.700	78.315	3.385	4.2%	0.538	0.7%	50%	False	False	3,777

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	0.119
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.446
2.618	82.328
1.618	81.643
1.000	81.220
0.618	80.958
HIGH	80.535
0.618	80.273
0.500	80.193
0.382	80.112
LOW	79.850
0.618	79.427
1.000	79.165
1.618	78.742
2.618	78.057
4.250	76.939

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	80.193	80.250
PP	80.127	80.165
S1	80.061	80.080

Download as Excel Spreadsheet

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

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