ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 78.840 78.620 -0.220 -0.3% 77.100
High 79.040 79.235 0.195 0.2% 79.040
Low 78.330 78.490 0.160 0.2% 76.965
Close 78.640 79.073 0.433 0.6% 78.640
Range 0.710 0.745 0.035 4.9% 2.075
ATR 0.755 0.754 -0.001 -0.1% 0.000
Volume 79 166 87 110.1% 554
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.168 80.865 79.483
R3 80.423 80.120 79.278
R2 79.678 79.678 79.210
R1 79.375 79.375 79.141 79.527
PP 78.933 78.933 78.933 79.008
S1 78.630 78.630 79.005 78.782
S2 78.188 78.188 78.936
S3 77.443 77.885 78.868
S4 76.698 77.140 78.663
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 79.235 77.220 2.015 2.5% 0.797 1.0% 92% True False 116
10 79.235 76.175 3.060 3.9% 0.798 1.0% 95% True False 127
20 79.235 76.175 3.060 3.9% 0.767 1.0% 95% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.157
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.401
2.618 81.185
1.618 80.440
1.000 79.980
0.618 79.695
HIGH 79.235
0.618 78.950
0.500 78.863
0.382 78.775
LOW 78.490
0.618 78.030
1.000 77.745
1.618 77.285
2.618 76.540
4.250 75.324
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 79.003 78.925
PP 78.933 78.778
S1 78.863 78.630

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

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