ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 78.505 77.990 -0.515 -0.7% 77.620
High 78.505 78.360 -0.145 -0.2% 78.870
Low 77.840 77.475 -0.365 -0.5% 77.475
Close 77.938 77.882 -0.056 -0.1% 77.882
Range 0.665 0.885 0.220 33.1% 1.395
ATR 0.698 0.712 0.013 1.9% 0.000
Volume 67 145 78 116.4% 272
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.561 80.106 78.369
R3 79.676 79.221 78.125
R2 78.791 78.791 78.044
R1 78.336 78.336 77.963 78.121
PP 77.906 77.906 77.906 77.798
S1 77.451 77.451 77.801 77.236
S2 77.021 77.021 77.720
S3 76.136 76.566 77.639
S4 75.251 75.681 77.395
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.261 81.466 78.649
R3 80.866 80.071 78.266
R2 79.471 79.471 78.138
R1 78.676 78.676 78.010 79.074
PP 78.076 78.076 78.076 78.274
S1 77.281 77.281 77.754 77.679
S2 76.681 76.681 77.626
S3 75.286 75.886 77.498
S4 73.891 74.491 77.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.870 77.475 1.395 1.8% 0.603 0.8% 29% False True 54
10 78.870 77.370 1.500 1.9% 0.754 1.0% 34% False False 58
20 79.160 76.750 2.410 3.1% 0.656 0.8% 47% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.124
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.121
2.618 80.677
1.618 79.792
1.000 79.245
0.618 78.907
HIGH 78.360
0.618 78.022
0.500 77.918
0.382 77.813
LOW 77.475
0.618 76.928
1.000 76.590
1.618 76.043
2.618 75.158
4.250 73.714
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 77.918 78.173
PP 77.906 78.076
S1 77.894 77.979

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

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