ICE US Dollar Index Future June 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	81.185	82.145	0.960	1.2%	80.000
High	82.310	82.520	0.210	0.3%	81.135
Low	81.125	81.895	0.770	0.9%	79.730
Close	82.106	82.405	0.299	0.4%	80.975
Range	1.185	0.625	-0.560	-47.3%	1.405
ATR	0.635	0.634	-0.001	-0.1%	0.000
Volume	19,867	29,866	9,999	50.3%	138,751

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.148	83.902	82.749
R3	83.523	83.277	82.577
R2	82.898	82.898	82.520
R1	82.652	82.652	82.462	82.775
PP	82.273	82.273	82.273	82.335
S1	82.027	82.027	82.348	82.150
S2	81.648	81.648	82.290
S3	81.023	81.402	82.233
S4	80.398	80.777	82.061

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.828	84.307	81.748
R3	83.423	82.902	81.361
R2	82.018	82.018	81.233
R1	81.497	81.497	81.104	81.758
PP	80.613	80.613	80.613	80.744
S1	80.092	80.092	80.846	80.353
S2	79.208	79.208	80.717
S3	77.803	78.687	80.589
S4	76.398	77.282	80.202

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.520	80.440	2.080	2.5%	0.709	0.9%	94%	True	False	24,133
10	82.520	79.730	2.790	3.4%	0.661	0.8%	96%	True	False	26,630
20	82.520	79.730	2.790	3.4%	0.637	0.8%	96%	True	False	15,539
40	82.520	79.250	3.270	4.0%	0.598	0.7%	96%	True	False	7,898

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	0.091
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.176
2.618	84.156
1.618	83.531
1.000	83.145
0.618	82.906
HIGH	82.520
0.618	82.281
0.500	82.208
0.382	82.134
LOW	81.895
0.618	81.509
1.000	81.270
1.618	80.884
2.618	80.259
4.250	79.239

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	82.339	82.153
PP	82.273	81.900
S1	82.208	81.648

Download as Excel Spreadsheet

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

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