ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 77.610 77.620 0.010 0.0% 77.560
High 78.205 78.870 0.665 0.9% 78.370
Low 77.535 77.620 0.085 0.1% 76.750
Close 77.507 78.801 1.294 1.7% 77.638
Range 0.670 1.250 0.580 86.6% 1.620
ATR 0.582 0.638 0.056 9.6% 0.000
Volume 114 86 -28 -24.6% 288
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.180 81.741 79.489
R3 80.930 80.491 79.145
R2 79.680 79.680 79.030
R1 79.241 79.241 78.916 79.461
PP 78.430 78.430 78.430 78.540
S1 77.991 77.991 78.686 78.211
S2 77.180 77.180 78.572
S3 75.930 76.741 78.457
S4 74.680 75.491 78.114
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 78.870 76.750 2.120 2.7% 0.736 0.9% 97% True False 52
10 78.870 76.750 2.120 2.7% 0.628 0.8% 97% True False 58
20 80.775 76.750 4.025 5.1% 0.542 0.7% 51% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.094
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 84.183
2.618 82.143
1.618 80.893
1.000 80.120
0.618 79.643
HIGH 78.870
0.618 78.393
0.500 78.245
0.382 78.098
LOW 77.620
0.618 76.848
1.000 76.370
1.618 75.598
2.618 74.348
4.250 72.308
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 78.616 78.471
PP 78.430 78.140
S1 78.245 77.810

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

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