ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 79.320 79.990 0.670 0.8% 78.620
High 80.205 80.475 0.270 0.3% 79.960
Low 79.225 79.905 0.680 0.9% 78.490
Close 80.157 80.329 0.172 0.2% 78.974
Range 0.980 0.570 -0.410 -41.8% 1.470
ATR 0.763 0.749 -0.014 -1.8% 0.000
Volume 172 347 175 101.7% 1,069
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 81.946 81.708 80.643
R3 81.376 81.138 80.486
R2 80.806 80.806 80.434
R1 80.568 80.568 80.381 80.687
PP 80.236 80.236 80.236 80.296
S1 79.998 79.998 80.277 80.117
S2 79.666 79.666 80.225
S3 79.096 79.428 80.172
S4 78.526 78.858 80.016
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 80.475 78.440 2.035 2.5% 0.690 0.9% 93% True False 237
10 80.475 78.025 2.450 3.0% 0.723 0.9% 94% True False 196
20 80.475 76.175 4.300 5.4% 0.749 0.9% 97% True False 156
40 80.475 76.175 4.300 5.4% 0.686 0.9% 97% True False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.119
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.898
2.618 81.967
1.618 81.397
1.000 81.045
0.618 80.827
HIGH 80.475
0.618 80.257
0.500 80.190
0.382 80.123
LOW 79.905
0.618 79.553
1.000 79.335
1.618 78.983
2.618 78.413
4.250 77.483
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 80.283 80.039
PP 80.236 79.748
S1 80.190 79.458

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

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