ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 79.160 78.330 -0.830 -1.0% 79.960
High 79.160 78.400 -0.760 -1.0% 80.000
Low 78.275 77.870 -0.405 -0.5% 78.670
Close 78.322 77.970 -0.352 -0.4% 78.653
Range 0.885 0.530 -0.355 -40.1% 1.330
ATR
Volume 53 21 -32 -60.4% 102
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.670 79.350 78.262
R3 79.140 78.820 78.116
R2 78.610 78.610 78.067
R1 78.290 78.290 78.019 78.185
PP 78.080 78.080 78.080 78.028
S1 77.760 77.760 77.921 77.655
S2 77.550 77.550 77.873
S3 77.020 77.230 77.824
S4 76.490 76.700 77.679
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.098 82.205 79.385
R3 81.768 80.875 79.019
R2 80.438 80.438 78.897
R1 79.545 79.545 78.775 79.327
PP 79.108 79.108 79.108 78.998
S1 78.215 78.215 78.531 77.997
S2 77.778 77.778 78.409
S3 76.448 76.885 78.287
S4 75.118 75.555 77.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.560 77.870 1.690 2.2% 0.529 0.7% 6% False True 30
10 80.660 77.870 2.790 3.6% 0.449 0.6% 4% False True 21
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.653
2.618 79.788
1.618 79.258
1.000 78.930
0.618 78.728
HIGH 78.400
0.618 78.198
0.500 78.135
0.382 78.072
LOW 77.870
0.618 77.542
1.000 77.340
1.618 77.012
2.618 76.482
4.250 75.618
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 78.135 78.515
PP 78.080 78.333
S1 78.025 78.152

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

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