ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 77.620 77.880 0.260 0.3% 77.610
High 77.740 78.400 0.660 0.8% 78.870
Low 77.615 77.750 0.135 0.2% 77.370
Close 77.708 78.315 0.607 0.8% 78.090
Range 0.125 0.650 0.525 420.0% 1.500
ATR 0.678 0.679 0.001 0.2% 0.000
Volume 17 8 -9 -52.9% 313
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.105 79.860 78.673
R3 79.455 79.210 78.494
R2 78.805 78.805 78.434
R1 78.560 78.560 78.375 78.683
PP 78.155 78.155 78.155 78.216
S1 77.910 77.910 78.255 78.033
S2 77.505 77.505 78.196
S3 76.855 77.260 78.136
S4 76.205 76.610 77.958
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.610 81.850 78.915
R3 81.110 80.350 78.503
R2 79.610 79.610 78.365
R1 78.850 78.850 78.228 79.230
PP 78.110 78.110 78.110 78.300
S1 77.350 77.350 77.953 77.730
S2 76.610 76.610 77.815
S3 75.110 75.850 77.678
S4 73.610 74.350 77.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.655 77.370 1.285 1.6% 0.676 0.9% 74% False False 27
10 78.870 76.750 2.120 2.7% 0.706 0.9% 74% False False 40
20 79.560 76.750 2.810 3.6% 0.602 0.8% 56% False False 42
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 0.118
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.163
2.618 80.102
1.618 79.452
1.000 79.050
0.618 78.802
HIGH 78.400
0.618 78.152
0.500 78.075
0.382 77.998
LOW 77.750
0.618 77.348
1.000 77.100
1.618 76.698
2.618 76.048
4.250 74.988
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 78.235 78.172
PP 78.155 78.028
S1 78.075 77.885

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

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