ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 82.320 81.620 -0.700 -0.9% 80.975
High 82.320 81.910 -0.410 -0.5% 82.520
Low 81.850 81.445 -0.405 -0.5% 80.775
Close 81.978 81.624 -0.354 -0.4% 81.978
Range 0.470 0.465 -0.005 -1.1% 1.745
ATR 0.629 0.622 -0.007 -1.1% 0.000
Volume 24,420 24,810 390 1.6% 120,754
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.055 82.804 81.880
R3 82.590 82.339 81.752
R2 82.125 82.125 81.709
R1 81.874 81.874 81.667 82.000
PP 81.660 81.660 81.660 81.722
S1 81.409 81.409 81.581 81.535
S2 81.195 81.195 81.539
S3 80.730 80.944 81.496
S4 80.265 80.479 81.368
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.993 86.230 82.938
R3 85.248 84.485 82.458
R2 83.503 83.503 82.298
R1 82.740 82.740 82.138 83.122
PP 81.758 81.758 81.758 81.948
S1 80.995 80.995 81.818 81.377
S2 80.013 80.013 81.658
S3 78.268 79.250 81.498
S4 76.523 77.505 81.018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.520 80.775 1.745 2.1% 0.644 0.8% 49% False False 23,694
10 82.520 79.730 2.790 3.4% 0.623 0.8% 68% False False 23,704
20 82.520 79.730 2.790 3.4% 0.609 0.7% 68% False False 17,978
40 82.520 79.250 3.270 4.0% 0.603 0.7% 73% False False 9,127
60 82.520 77.170 5.350 6.6% 0.514 0.6% 83% False False 6,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.101
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.886
2.618 83.127
1.618 82.662
1.000 82.375
0.618 82.197
HIGH 81.910
0.618 81.732
0.500 81.678
0.382 81.623
LOW 81.445
0.618 81.158
1.000 80.980
1.618 80.693
2.618 80.228
4.250 79.469
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 81.678 81.983
PP 81.660 81.863
S1 81.642 81.744

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

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