ICE US Dollar Index Future June 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 80.975 80.785 -0.190 -0.2% 80.000
High 81.345 81.250 -0.095 -0.1% 81.135
Low 80.780 80.775 -0.005 0.0% 79.730
Close 80.883 81.118 0.235 0.3% 80.975
Range 0.565 0.475 -0.090 -15.9% 1.405
ATR 0.601 0.592 -0.009 -1.5% 0.000
Volume 27,091 19,510 -7,581 -28.0% 138,751
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.473 82.270 81.379
R3 81.998 81.795 81.249
R2 81.523 81.523 81.205
R1 81.320 81.320 81.162 81.422
PP 81.048 81.048 81.048 81.098
S1 80.845 80.845 81.074 80.947
S2 80.573 80.573 81.031
S3 80.098 80.370 80.987
S4 79.623 79.895 80.857
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.828 84.307 81.748
R3 83.423 82.902 81.361
R2 82.018 82.018 81.233
R1 81.497 81.497 81.104 81.758
PP 80.613 80.613 80.613 80.744
S1 80.092 80.092 80.846 80.353
S2 79.208 79.208 80.717
S3 77.803 78.687 80.589
S4 76.398 77.282 80.202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.345 79.730 1.615 2.0% 0.560 0.7% 86% False False 23,054
10 81.345 79.730 1.615 2.0% 0.565 0.7% 86% False False 23,962
20 81.600 79.730 1.870 2.3% 0.595 0.7% 74% False False 13,092
40 81.700 78.910 2.790 3.4% 0.566 0.7% 79% False False 6,655
Crabel Price Patterns
NR True
NR4 True
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 0.088
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.269
2.618 82.494
1.618 82.019
1.000 81.725
0.618 81.544
HIGH 81.250
0.618 81.069
0.500 81.013
0.382 80.956
LOW 80.775
0.618 80.481
1.000 80.300
1.618 80.006
2.618 79.531
4.250 78.756
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 81.083 81.043
PP 81.048 80.968
S1 81.013 80.893

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

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