ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 78.610 77.765 -0.845 -1.1% 77.560
High 78.655 78.190 -0.465 -0.6% 78.370
Low 77.720 77.500 -0.220 -0.3% 76.750
Close 77.824 78.039 0.215 0.3% 77.638
Range 0.935 0.690 -0.245 -26.2% 1.620
ATR 0.670 0.671 0.001 0.2% 0.000
Volume 50 36 -14 -28.0% 288
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 79.980 79.699 78.419
R3 79.290 79.009 78.229
R2 78.600 78.600 78.166
R1 78.319 78.319 78.102 78.460
PP 77.910 77.910 77.910 77.980
S1 77.629 77.629 77.976 77.770
S2 77.220 77.220 77.913
S3 76.530 76.939 77.849
S4 75.840 76.249 77.660
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% 0.888 1.1% 61% False False 63
10 78.870 76.750 2.120 2.7% 0.683 0.9% 61% False False 61
20 80.660 76.750 3.910 5.0% 0.586 0.8% 33% False False 42
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 0.110
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.123
2.618 79.996
1.618 79.306
1.000 78.880
0.618 78.616
HIGH 78.190
0.618 77.926
0.500 77.845
0.382 77.764
LOW 77.500
0.618 77.074
1.000 76.810
1.618 76.384
2.618 75.694
4.250 74.568
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 77.974 78.185
PP 77.910 78.136
S1 77.845 78.088

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

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