ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 81.620 81.470 -0.150 -0.2% 80.975
High 81.910 81.825 -0.085 -0.1% 82.520
Low 81.445 81.235 -0.210 -0.3% 80.775
Close 81.624 81.738 0.114 0.1% 81.978
Range 0.465 0.590 0.125 26.9% 1.745
ATR 0.622 0.620 -0.002 -0.4% 0.000
Volume 24,810 14,996 -9,814 -39.6% 120,754
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.369 83.144 82.063
R3 82.779 82.554 81.900
R2 82.189 82.189 81.846
R1 81.964 81.964 81.792 82.077
PP 81.599 81.599 81.599 81.656
S1 81.374 81.374 81.684 81.487
S2 81.009 81.009 81.630
S3 80.419 80.784 81.576
S4 79.829 80.194 81.414
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 81.125 1.395 1.7% 0.667 0.8% 44% False False 22,791
10 82.520 79.730 2.790 3.4% 0.614 0.8% 72% False False 22,923
20 82.520 79.730 2.790 3.4% 0.595 0.7% 72% False False 18,702
40 82.520 79.250 3.270 4.0% 0.611 0.7% 76% False False 9,502
60 82.520 77.170 5.350 6.5% 0.516 0.6% 85% False False 6,343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.113
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.333
2.618 83.370
1.618 82.780
1.000 82.415
0.618 82.190
HIGH 81.825
0.618 81.600
0.500 81.530
0.382 81.460
LOW 81.235
0.618 80.870
1.000 80.645
1.618 80.280
2.618 79.690
4.250 78.728
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 81.669 81.778
PP 81.599 81.764
S1 81.530 81.751

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

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