ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 78.760 79.320 0.560 0.7% 78.620
High 79.335 80.205 0.870 1.1% 79.960
Low 78.440 79.225 0.785 1.0% 78.490
Close 79.148 80.157 1.009 1.3% 78.974
Range 0.895 0.980 0.085 9.5% 1.470
ATR 0.740 0.763 0.023 3.1% 0.000
Volume 144 172 28 19.4% 1,069
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.802 82.460 80.696
R3 81.822 81.480 80.427
R2 80.842 80.842 80.337
R1 80.500 80.500 80.247 80.671
PP 79.862 79.862 79.862 79.948
S1 79.520 79.520 80.067 79.691
S2 78.882 78.882 79.977
S3 77.902 78.540 79.888
S4 76.922 77.560 79.618
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 80.205 78.440 1.765 2.2% 0.678 0.8% 97% True False 220
10 80.205 78.025 2.180 2.7% 0.723 0.9% 98% True False 172
20 80.205 76.175 4.030 5.0% 0.755 0.9% 99% True False 141
40 80.205 76.175 4.030 5.0% 0.678 0.8% 99% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.126
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.370
2.618 82.771
1.618 81.791
1.000 81.185
0.618 80.811
HIGH 80.205
0.618 79.831
0.500 79.715
0.382 79.599
LOW 79.225
0.618 78.619
1.000 78.245
1.618 77.639
2.618 76.659
4.250 75.060
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 80.010 79.879
PP 79.862 79.601
S1 79.715 79.323

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

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