ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 78.040 78.840 0.800 1.0% 77.100
High 78.825 79.040 0.215 0.3% 79.040
Low 78.025 78.330 0.305 0.4% 76.965
Close 78.766 78.640 -0.126 -0.2% 78.640
Range 0.800 0.710 -0.090 -11.3% 2.075
ATR 0.758 0.755 -0.003 -0.5% 0.000
Volume 155 79 -76 -49.0% 554
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.800 80.430 79.031
R3 80.090 79.720 78.835
R2 79.380 79.380 78.770
R1 79.010 79.010 78.705 78.840
PP 78.670 78.670 78.670 78.585
S1 78.300 78.300 78.575 78.130
S2 77.960 77.960 78.510
S3 77.250 77.590 78.445
S4 76.540 76.880 78.250
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 84.440 83.615 79.781
R3 82.365 81.540 79.211
R2 80.290 80.290 79.020
R1 79.465 79.465 78.830 79.878
PP 78.215 78.215 78.215 78.421
S1 77.390 77.390 78.450 77.803
S2 76.140 76.140 78.260
S3 74.065 75.315 78.069
S4 71.990 73.240 77.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.040 76.965 2.075 2.6% 0.785 1.0% 81% True False 110
10 79.040 76.175 2.865 3.6% 0.772 1.0% 86% True False 119
20 79.040 76.175 2.865 3.6% 0.763 1.0% 86% True False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Stretch 0.147
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.058
2.618 80.899
1.618 80.189
1.000 79.750
0.618 79.479
HIGH 79.040
0.618 78.769
0.500 78.685
0.382 78.601
LOW 78.330
0.618 77.891
1.000 77.620
1.618 77.181
2.618 76.471
4.250 75.313
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 78.685 78.604
PP 78.670 78.568
S1 78.655 78.533

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

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