ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 09-Nov-2010
Day Change Summary
Previous Current
08-Nov-2010 09-Nov-2010 Change Change % Previous Week
Open 77.100 77.760 0.660 0.9% 77.925
High 77.650 78.380 0.730 0.9% 77.960
Low 76.965 77.220 0.255 0.3% 76.175
Close 77.544 77.969 0.425 0.5% 77.081
Range 0.685 1.160 0.475 69.3% 1.785
ATR 0.728 0.759 0.031 4.2% 0.000
Volume 136 78 -58 -42.6% 637
Daily Pivots for day following 09-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.336 80.813 78.607
R3 80.176 79.653 78.288
R2 79.016 79.016 78.182
R1 78.493 78.493 78.075 78.755
PP 77.856 77.856 77.856 77.987
S1 77.333 77.333 77.863 77.595
S2 76.696 76.696 77.756
S3 75.536 76.173 77.650
S4 74.376 75.013 77.331
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.427 81.539 78.063
R3 80.642 79.754 77.572
R2 78.857 78.857 77.408
R1 77.969 77.969 77.245 77.521
PP 77.072 77.072 77.072 76.848
S1 76.184 76.184 76.917 75.736
S2 75.287 75.287 76.754
S3 73.502 74.399 76.590
S4 71.717 72.614 76.099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.380 76.175 2.205 2.8% 0.903 1.2% 81% True False 148
10 78.870 76.175 2.695 3.5% 0.788 1.0% 67% False False 109
20 78.870 76.175 2.695 3.5% 0.747 1.0% 67% False False 75
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 0.148
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 83.310
2.618 81.417
1.618 80.257
1.000 79.540
0.618 79.097
HIGH 78.380
0.618 77.937
0.500 77.800
0.382 77.663
LOW 77.220
0.618 76.503
1.000 76.060
1.618 75.343
2.618 74.183
4.250 72.290
Fisher Pivots for day following 09-Nov-2010
Pivot 1 day 3 day
R1 77.913 77.764
PP 77.856 77.560
S1 77.800 77.355

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

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