ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 77.760 78.250 0.490 0.6% 77.925
High 78.380 78.670 0.290 0.4% 77.960
Low 77.220 78.100 0.880 1.1% 76.175
Close 77.969 78.160 0.191 0.2% 77.081
Range 1.160 0.570 -0.590 -50.9% 1.785
ATR 0.759 0.755 -0.004 -0.5% 0.000
Volume 78 106 28 35.9% 637
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.020 79.660 78.474
R3 79.450 79.090 78.317
R2 78.880 78.880 78.265
R1 78.520 78.520 78.212 78.415
PP 78.310 78.310 78.310 78.258
S1 77.950 77.950 78.108 77.845
S2 77.740 77.740 78.056
S3 77.170 77.380 78.003
S4 76.600 76.810 77.847
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 78.670 76.175 2.495 3.2% 0.817 1.0% 80% True False 115
10 78.670 76.175 2.495 3.2% 0.776 1.0% 80% True False 116
20 78.870 76.175 2.695 3.4% 0.768 1.0% 74% False False 79
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.163
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.093
2.618 80.162
1.618 79.592
1.000 79.240
0.618 79.022
HIGH 78.670
0.618 78.452
0.500 78.385
0.382 78.318
LOW 78.100
0.618 77.748
1.000 77.530
1.618 77.178
2.618 76.608
4.250 75.678
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 78.385 78.046
PP 78.310 77.932
S1 78.235 77.818

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

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