ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 79.925 79.950 0.025 0.0% 80.720
High 80.075 80.665 0.590 0.7% 81.135
Low 79.730 79.945 0.215 0.3% 79.945
Close 79.850 80.440 0.590 0.7% 80.075
Range 0.345 0.720 0.375 108.7% 1.190
ATR 0.580 0.597 0.017 2.9% 0.000
Volume 22,453 21,885 -568 -2.5% 70,188
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.510 82.195 80.836
R3 81.790 81.475 80.638
R2 81.070 81.070 80.572
R1 80.755 80.755 80.506 80.913
PP 80.350 80.350 80.350 80.429
S1 80.035 80.035 80.374 80.193
S2 79.630 79.630 80.308
S3 78.910 79.315 80.242
S4 78.190 78.595 80.044
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 83.955 83.205 80.730
R3 82.765 82.015 80.402
R2 81.575 81.575 80.293
R1 80.825 80.825 80.184 80.605
PP 80.385 80.385 80.385 80.275
S1 79.635 79.635 79.966 79.415
S2 79.195 79.195 79.857
S3 78.005 78.445 79.748
S4 76.815 77.255 79.421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.665 79.730 0.935 1.2% 0.613 0.8% 76% True False 29,127
10 81.200 79.730 1.470 1.8% 0.538 0.7% 48% False False 18,662
20 81.700 79.730 1.970 2.4% 0.604 0.8% 36% False False 9,572
40 81.700 78.605 3.095 3.8% 0.543 0.7% 59% False False 4,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 83.725
2.618 82.550
1.618 81.830
1.000 81.385
0.618 81.110
HIGH 80.665
0.618 80.390
0.500 80.305
0.382 80.220
LOW 79.945
0.618 79.500
1.000 79.225
1.618 78.780
2.618 78.060
4.250 76.885
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 80.395 80.359
PP 80.350 80.278
S1 80.305 80.198

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

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