ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 77.330 77.610 0.280 0.4% 77.560
High 77.645 78.205 0.560 0.7% 78.370
Low 76.750 77.535 0.785 1.0% 76.750
Close 77.638 77.507 -0.131 -0.2% 77.638
Range 0.895 0.670 -0.225 -25.1% 1.620
ATR 0.576 0.582 0.007 1.2% 0.000
Volume 30 114 84 280.0% 288
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.759 79.303 77.876
R3 79.089 78.633 77.691
R2 78.419 78.419 77.630
R1 77.963 77.963 77.568 77.856
PP 77.749 77.749 77.749 77.696
S1 77.293 77.293 77.446 77.186
S2 77.079 77.079 77.384
S3 76.409 76.623 77.323
S4 75.739 75.953 77.139
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.446 81.662 78.529
R3 80.826 80.042 78.084
R2 79.206 79.206 77.935
R1 78.422 78.422 77.787 78.814
PP 77.586 77.586 77.586 77.782
S1 76.802 76.802 77.490 77.194
S2 75.966 75.966 77.341
S3 74.346 75.182 77.193
S4 72.726 73.562 76.747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.370 76.750 1.620 2.1% 0.592 0.8% 47% False False 42
10 79.160 76.750 2.410 3.1% 0.592 0.8% 31% False False 54
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 0.094
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.053
2.618 79.959
1.618 79.289
1.000 78.875
0.618 78.619
HIGH 78.205
0.618 77.949
0.500 77.870
0.382 77.791
LOW 77.535
0.618 77.121
1.000 76.865
1.618 76.451
2.618 75.781
4.250 74.688
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 77.870 77.497
PP 77.749 77.487
S1 77.628 77.478

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

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