ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 79.775 79.460 -0.315 -0.4% 77.100
High 79.900 79.460 -0.440 -0.6% 79.040
Low 79.390 78.930 -0.460 -0.6% 76.965
Close 79.600 79.104 -0.496 -0.6% 78.640
Range 0.510 0.530 0.020 3.9% 2.075
ATR 0.754 0.748 -0.006 -0.8% 0.000
Volume 265 281 16 6.0% 554
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.755 80.459 79.396
R3 80.225 79.929 79.250
R2 79.695 79.695 79.201
R1 79.399 79.399 79.153 79.282
PP 79.165 79.165 79.165 79.106
S1 78.869 78.869 79.055 78.752
S2 78.635 78.635 79.007
S3 78.105 78.339 78.958
S4 77.575 77.809 78.813
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 79.960 78.330 1.630 2.1% 0.702 0.9% 47% False False 181
10 79.960 76.330 3.630 4.6% 0.756 1.0% 76% False False 147
20 79.960 76.175 3.785 4.8% 0.726 0.9% 77% False False 115
40 80.660 76.175 4.485 5.7% 0.656 0.8% 65% False False 79
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 0.142
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.713
2.618 80.848
1.618 80.318
1.000 79.990
0.618 79.788
HIGH 79.460
0.618 79.258
0.500 79.195
0.382 79.132
LOW 78.930
0.618 78.602
1.000 78.400
1.618 78.072
2.618 77.542
4.250 76.678
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 79.195 79.445
PP 79.165 79.331
S1 79.134 79.218

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

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