ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 77.925 77.560 -0.365 -0.5% 78.750
High 78.245 78.085 -0.160 -0.2% 79.160
Low 77.780 77.560 -0.220 -0.3% 77.560
Close 77.938 78.029 0.091 0.1% 77.938
Range 0.465 0.525 0.060 12.9% 1.600
ATR 0.544 0.543 -0.001 -0.2% 0.000
Volume 43 189 146 339.5% 161
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.466 79.273 78.318
R3 78.941 78.748 78.173
R2 78.416 78.416 78.125
R1 78.223 78.223 78.077 78.320
PP 77.891 77.891 77.891 77.940
S1 77.698 77.698 77.981 77.795
S2 77.366 77.366 77.933
S3 76.841 77.173 77.885
S4 76.316 76.648 77.740
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% 0.591 0.8% 29% False True 66
10 79.800 77.560 2.240 2.9% 0.486 0.6% 21% False True 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.316
2.618 79.459
1.618 78.934
1.000 78.610
0.618 78.409
HIGH 78.085
0.618 77.884
0.500 77.823
0.382 77.761
LOW 77.560
0.618 77.236
1.000 77.035
1.618 76.711
2.618 76.186
4.250 75.329
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 77.960 77.987
PP 77.891 77.945
S1 77.823 77.903

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

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