ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 78.030 77.925 -0.105 -0.1% 78.750
High 78.110 78.245 0.135 0.2% 79.160
Low 77.560 77.780 0.220 0.3% 77.560
Close 78.012 77.938 -0.074 -0.1% 77.938
Range 0.550 0.465 -0.085 -15.5% 1.600
ATR 0.000 0.544 0.544 0.000
Volume 28 43 15 53.6% 161
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.383 79.125 78.194
R3 78.918 78.660 78.066
R2 78.453 78.453 78.023
R1 78.195 78.195 77.981 78.324
PP 77.988 77.988 77.988 78.052
S1 77.730 77.730 77.895 77.859
S2 77.523 77.523 77.853
S3 77.058 77.265 77.810
S4 76.593 76.800 77.682
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.019 82.079 78.818
R3 81.419 80.479 78.378
R2 79.819 79.819 78.231
R1 78.879 78.879 78.085 78.549
PP 78.219 78.219 78.219 78.055
S1 77.279 77.279 77.791 76.949
S2 76.619 76.619 77.645
S3 75.019 75.679 77.498
S4 73.419 74.079 77.058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.160 77.560 1.600 2.1% 0.551 0.7% 24% False False 32
10 80.000 77.560 2.440 3.1% 0.461 0.6% 15% False False 26
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 0.059
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.221
2.618 79.462
1.618 78.997
1.000 78.710
0.618 78.532
HIGH 78.245
0.618 78.067
0.500 78.013
0.382 77.958
LOW 77.780
0.618 77.493
1.000 77.315
1.618 77.028
2.618 76.563
4.250 75.804
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 78.013 77.980
PP 77.988 77.966
S1 77.963 77.952

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

View Archives - Comment on this page... - Back to Index of Symbols