ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 79.460 79.070 -0.390 -0.5% 78.620
High 79.460 79.165 -0.295 -0.4% 79.960
Low 78.930 78.690 -0.240 -0.3% 78.490
Close 79.104 78.974 -0.130 -0.2% 78.974
Range 0.530 0.475 -0.055 -10.4% 1.470
ATR 0.748 0.729 -0.020 -2.6% 0.000
Volume 281 242 -39 -13.9% 1,069
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 80.368 80.146 79.235
R3 79.893 79.671 79.105
R2 79.418 79.418 79.061
R1 79.196 79.196 79.018 79.070
PP 78.943 78.943 78.943 78.880
S1 78.721 78.721 78.930 78.595
S2 78.468 78.468 78.887
S3 77.993 78.246 78.843
S4 77.518 77.771 78.713
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.551 82.733 79.783
R3 82.081 81.263 79.378
R2 80.611 80.611 79.244
R1 79.793 79.793 79.109 80.202
PP 79.141 79.141 79.141 79.346
S1 78.323 78.323 78.839 78.732
S2 77.671 77.671 78.705
S3 76.201 76.853 78.570
S4 74.731 75.383 78.166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.960 78.490 1.470 1.9% 0.655 0.8% 33% False False 213
10 79.960 76.965 2.995 3.8% 0.720 0.9% 67% False False 162
20 79.960 76.175 3.785 4.8% 0.700 0.9% 74% False False 126
40 80.000 76.175 3.825 4.8% 0.649 0.8% 73% False False 84
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 0.152
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 81.184
2.618 80.409
1.618 79.934
1.000 79.640
0.618 79.459
HIGH 79.165
0.618 78.984
0.500 78.928
0.382 78.871
LOW 78.690
0.618 78.396
1.000 78.215
1.618 77.921
2.618 77.446
4.250 76.671
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 78.959 79.295
PP 78.943 79.188
S1 78.928 79.081

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

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