ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 13-Oct-2010
Day Change Summary
Previous Current
12-Oct-2010 13-Oct-2010 Change Change % Previous Week
Open 78.090 77.700 -0.390 -0.5% 78.750
High 78.370 77.700 -0.670 -0.9% 79.160
Low 77.840 77.545 -0.295 -0.4% 77.560
Close 77.948 77.647 -0.301 -0.4% 77.938
Range 0.530 0.155 -0.375 -70.8% 1.600
ATR 0.542 0.532 -0.010 -1.8% 0.000
Volume 35 22 -13 -37.1% 161
Daily Pivots for day following 13-Oct-2010
Classic Woodie Camarilla DeMark
R4 78.096 78.026 77.732
R3 77.941 77.871 77.690
R2 77.786 77.786 77.675
R1 77.716 77.716 77.661 77.674
PP 77.631 77.631 77.631 77.609
S1 77.561 77.561 77.633 77.519
S2 77.476 77.476 77.619
S3 77.321 77.406 77.604
S4 77.166 77.251 77.562
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 78.370 77.545 0.825 1.1% 0.445 0.6% 12% False True 63
10 79.560 77.545 2.015 2.6% 0.487 0.6% 5% False True 46
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.080
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 78.359
2.618 78.106
1.618 77.951
1.000 77.855
0.618 77.796
HIGH 77.700
0.618 77.641
0.500 77.623
0.382 77.604
LOW 77.545
0.618 77.449
1.000 77.390
1.618 77.294
2.618 77.139
4.250 76.886
Fisher Pivots for day following 13-Oct-2010
Pivot 1 day 3 day
R1 77.639 77.958
PP 77.631 77.854
S1 77.623 77.751

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

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