ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 77.990 77.925 -0.065 -0.1% 77.620
High 78.360 77.960 -0.400 -0.5% 78.870
Low 77.475 77.475 0.000 0.0% 77.475
Close 77.882 77.901 0.019 0.0% 77.882
Range 0.885 0.485 -0.400 -45.2% 1.395
ATR 0.712 0.695 -0.016 -2.3% 0.000
Volume 145 83 -62 -42.8% 272
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 79.234 79.052 78.168
R3 78.749 78.567 78.034
R2 78.264 78.264 77.990
R1 78.082 78.082 77.945 77.931
PP 77.779 77.779 77.779 77.703
S1 77.597 77.597 77.857 77.446
S2 77.294 77.294 77.812
S3 76.809 77.112 77.768
S4 76.324 76.627 77.634
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% 0.675 0.9% 31% False True 67
10 78.870 77.370 1.500 1.9% 0.736 0.9% 35% False False 55
20 79.160 76.750 2.410 3.1% 0.664 0.9% 48% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.120
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.021
2.618 79.230
1.618 78.745
1.000 78.445
0.618 78.260
HIGH 77.960
0.618 77.775
0.500 77.718
0.382 77.660
LOW 77.475
0.618 77.175
1.000 76.990
1.618 76.690
2.618 76.205
4.250 75.414
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 77.840 77.990
PP 77.779 77.960
S1 77.718 77.931

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

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