ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 03-Nov-2010
Day Change Summary
Previous Current
02-Nov-2010 03-Nov-2010 Change Change % Previous Week
Open 77.905 77.290 -0.615 -0.8% 77.620
High 77.905 77.600 -0.305 -0.4% 78.870
Low 77.270 76.600 -0.670 -0.9% 77.475
Close 77.302 77.043 -0.259 -0.3% 77.882
Range 0.635 1.000 0.365 57.5% 1.395
ATR 0.691 0.713 0.022 3.2% 0.000
Volume 27 269 242 896.3% 272
Daily Pivots for day following 03-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.081 79.562 77.593
R3 79.081 78.562 77.318
R2 78.081 78.081 77.226
R1 77.562 77.562 77.135 77.322
PP 77.081 77.081 77.081 76.961
S1 76.562 76.562 76.951 76.322
S2 76.081 76.081 76.860
S3 75.081 75.562 76.768
S4 74.081 74.562 76.493
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 78.505 76.600 1.905 2.5% 0.734 1.0% 23% False True 118
10 78.870 76.600 2.270 2.9% 0.681 0.9% 20% False True 71
20 78.870 76.600 2.270 2.9% 0.675 0.9% 20% False True 66
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 0.146
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.850
2.618 80.218
1.618 79.218
1.000 78.600
0.618 78.218
HIGH 77.600
0.618 77.218
0.500 77.100
0.382 76.982
LOW 76.600
0.618 75.982
1.000 75.600
1.618 74.982
2.618 73.982
4.250 72.350
Fisher Pivots for day following 03-Nov-2010
Pivot 1 day 3 day
R1 77.100 77.280
PP 77.081 77.201
S1 77.062 77.122

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

View Archives - Comment on this page... - Back to Index of Symbols