ICE US Dollar Index Future March 2010


Trading Metrics calculated at close of trading on 26-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 26-Nov-2009 Change Change % Previous Week
Open 75.500 74.680 -0.820 -1.1% 75.595
High 75.500 75.325 -0.175 -0.2% 76.500
Low 74.545 74.680 0.135 0.2% 75.075
Close 74.660 75.205 0.545 0.7% 76.085
Range 0.955 0.645 -0.310 -32.5% 1.425
ATR 0.593 0.598 0.005 0.9% 0.000
Volume 326 264 -62 -19.0% 365
Daily Pivots for day following 26-Nov-2009
Classic Woodie Camarilla DeMark
R4 77.005 76.750 75.560
R3 76.360 76.105 75.382
R2 75.715 75.715 75.323
R1 75.460 75.460 75.264 75.588
PP 75.070 75.070 75.070 75.134
S1 74.815 74.815 75.146 74.943
S2 74.425 74.425 75.087
S3 73.780 74.170 75.028
S4 73.135 73.525 74.850
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 80.162 79.548 76.869
R3 78.737 78.123 76.477
R2 77.312 77.312 76.346
R1 76.698 76.698 76.216 77.005
PP 75.887 75.887 75.887 76.040
S1 75.273 75.273 75.954 75.580
S2 74.462 74.462 75.824
S3 73.037 73.848 75.693
S4 71.612 72.423 75.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.500 74.545 1.955 2.6% 0.673 0.9% 34% False False 228
10 76.500 74.545 1.955 2.6% 0.593 0.8% 34% False False 184
20 77.270 74.545 2.725 3.6% 0.567 0.8% 24% False False 180
40 77.780 74.545 3.235 4.3% 0.502 0.7% 20% False False 102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.066
2.618 77.014
1.618 76.369
1.000 75.970
0.618 75.724
HIGH 75.325
0.618 75.079
0.500 75.003
0.382 74.926
LOW 74.680
0.618 74.281
1.000 74.035
1.618 73.636
2.618 72.991
4.250 71.939
Fisher Pivots for day following 26-Nov-2009
Pivot 1 day 3 day
R1 75.138 75.173
PP 75.070 75.140
S1 75.003 75.108

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

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