ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 81.265 80.700 -0.565 -0.7% 80.930
High 81.600 80.890 -0.710 -0.9% 81.500
Low 80.740 80.135 -0.605 -0.7% 80.430
Close 80.885 80.310 -0.575 -0.7% 80.755
Range 0.860 0.755 -0.105 -12.2% 1.070
ATR 0.624 0.633 0.009 1.5% 0.000
Volume 527 1,391 864 163.9% 1,270
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.710 82.265 80.725
R3 81.955 81.510 80.518
R2 81.200 81.200 80.448
R1 80.755 80.755 80.379 80.600
PP 80.445 80.445 80.445 80.368
S1 80.000 80.000 80.241 79.845
S2 79.690 79.690 80.172
S3 78.935 79.245 80.102
S4 78.180 78.490 79.895
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 84.105 83.500 81.344
R3 83.035 82.430 81.049
R2 81.965 81.965 80.951
R1 81.360 81.360 80.853 81.128
PP 80.895 80.895 80.895 80.779
S1 80.290 80.290 80.657 80.058
S2 79.825 79.825 80.559
S3 78.755 79.220 80.461
S4 77.685 78.150 80.167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.600 80.135 1.465 1.8% 0.718 0.9% 12% False True 595
10 81.700 80.135 1.565 1.9% 0.675 0.8% 11% False True 412
20 81.700 79.910 1.790 2.2% 0.634 0.8% 22% False False 371
40 81.700 77.170 4.530 5.6% 0.489 0.6% 69% False False 199
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 0.198
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.099
2.618 82.867
1.618 82.112
1.000 81.645
0.618 81.357
HIGH 80.890
0.618 80.602
0.500 80.513
0.382 80.423
LOW 80.135
0.618 79.668
1.000 79.380
1.618 78.913
2.618 78.158
4.250 76.926
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 80.513 80.868
PP 80.445 80.682
S1 80.378 80.496

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

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