ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 79.070 78.760 -0.310 -0.4% 78.620
High 79.165 79.335 0.170 0.2% 79.960
Low 78.690 78.440 -0.250 -0.3% 78.490
Close 78.974 79.148 0.174 0.2% 78.974
Range 0.475 0.895 0.420 88.4% 1.470
ATR 0.729 0.740 0.012 1.6% 0.000
Volume 242 144 -98 -40.5% 1,069
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.659 81.299 79.640
R3 80.764 80.404 79.394
R2 79.869 79.869 79.312
R1 79.509 79.509 79.230 79.689
PP 78.974 78.974 78.974 79.065
S1 78.614 78.614 79.066 78.794
S2 78.079 78.079 78.984
S3 77.184 77.719 78.902
S4 76.289 76.824 78.656
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 78.440 1.520 1.9% 0.685 0.9% 47% False True 209
10 79.960 77.220 2.740 3.5% 0.741 0.9% 70% False False 163
20 79.960 76.175 3.785 4.8% 0.739 0.9% 79% False False 132
40 79.960 76.175 3.785 4.8% 0.664 0.8% 79% False False 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.170
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.139
2.618 81.678
1.618 80.783
1.000 80.230
0.618 79.888
HIGH 79.335
0.618 78.993
0.500 78.888
0.382 78.782
LOW 78.440
0.618 77.887
1.000 77.545
1.618 76.992
2.618 76.097
4.250 74.636
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 79.061 79.082
PP 78.974 79.016
S1 78.888 78.950

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

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