ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 80.345 80.885 0.540 0.7% 80.685
High 80.970 81.200 0.230 0.3% 81.600
Low 80.270 80.615 0.345 0.4% 80.135
Close 80.880 80.740 -0.140 -0.2% 80.740
Range 0.700 0.585 -0.115 -16.4% 1.465
ATR 0.638 0.634 -0.004 -0.6% 0.000
Volume 1,136 2,017 881 77.6% 5,364
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.607 82.258 81.062
R3 82.022 81.673 80.901
R2 81.437 81.437 80.847
R1 81.088 81.088 80.794 80.970
PP 80.852 80.852 80.852 80.793
S1 80.503 80.503 80.686 80.385
S2 80.267 80.267 80.633
S3 79.682 79.918 80.579
S4 79.097 79.333 80.418
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.220 84.445 81.546
R3 83.755 82.980 81.143
R2 82.290 82.290 81.009
R1 81.515 81.515 80.874 81.903
PP 80.825 80.825 80.825 81.019
S1 80.050 80.050 80.606 80.438
S2 79.360 79.360 80.471
S3 77.895 78.585 80.337
S4 76.430 77.120 79.934
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% 0.763 0.9% 41% False False 1,072
10 81.600 80.135 1.465 1.8% 0.654 0.8% 41% False False 663
20 81.700 79.920 1.780 2.2% 0.639 0.8% 46% False False 516
40 81.700 77.170 4.530 5.6% 0.493 0.6% 79% False False 277
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.181
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.686
2.618 82.732
1.618 82.147
1.000 81.785
0.618 81.562
HIGH 81.200
0.618 80.977
0.500 80.908
0.382 80.838
LOW 80.615
0.618 80.253
1.000 80.030
1.618 79.668
2.618 79.083
4.250 78.129
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 80.908 80.716
PP 80.852 80.692
S1 80.796 80.668

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

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