ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 80.280 80.840 0.560 0.7% 78.760
High 80.990 81.630 0.640 0.8% 80.990
Low 80.270 80.600 0.330 0.4% 78.440
Close 80.828 81.332 0.504 0.6% 80.828
Range 0.720 1.030 0.310 43.1% 2.550
ATR 0.732 0.753 0.021 2.9% 0.000
Volume 48 202 154 320.8% 1,079
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 84.277 83.835 81.899
R3 83.247 82.805 81.615
R2 82.217 82.217 81.521
R1 81.775 81.775 81.426 81.996
PP 81.187 81.187 81.187 81.298
S1 80.745 80.745 81.238 80.966
S2 80.157 80.157 81.143
S3 79.127 79.715 81.049
S4 78.097 78.685 80.766
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 87.736 86.832 82.231
R3 85.186 84.282 81.529
R2 82.636 82.636 81.296
R1 81.732 81.732 81.062 82.184
PP 80.086 80.086 80.086 80.312
S1 79.182 79.182 80.594 79.634
S2 77.536 77.536 80.361
S3 74.986 76.632 80.127
S4 72.436 74.082 79.426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.630 79.225 2.405 3.0% 0.725 0.9% 88% True False 227
10 81.630 78.440 3.190 3.9% 0.705 0.9% 91% True False 218
20 81.630 76.175 5.455 6.7% 0.751 0.9% 95% True False 172
40 81.630 76.175 5.455 6.7% 0.707 0.9% 95% True False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.121
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 86.008
2.618 84.327
1.618 83.297
1.000 82.660
0.618 82.267
HIGH 81.630
0.618 81.237
0.500 81.115
0.382 80.993
LOW 80.600
0.618 79.963
1.000 79.570
1.618 78.933
2.618 77.903
4.250 76.223
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 81.260 81.176
PP 81.187 81.019
S1 81.115 80.863

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

View Archives - Comment on this page... - Back to Index of Symbols