ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 30-Nov-2010
Day Change Summary
Previous Current
29-Nov-2010 30-Nov-2010 Change Change % Previous Week
Open 80.840 81.305 0.465 0.6% 78.760
High 81.630 81.935 0.305 0.4% 80.990
Low 80.600 81.200 0.600 0.7% 78.440
Close 81.332 81.711 0.379 0.5% 80.828
Range 1.030 0.735 -0.295 -28.6% 2.550
ATR 0.753 0.752 -0.001 -0.2% 0.000
Volume 202 448 246 121.8% 1,079
Daily Pivots for day following 30-Nov-2010
Classic Woodie Camarilla DeMark
R4 83.820 83.501 82.115
R3 83.085 82.766 81.913
R2 82.350 82.350 81.846
R1 82.031 82.031 81.778 82.191
PP 81.615 81.615 81.615 81.695
S1 81.296 81.296 81.644 81.456
S2 80.880 80.880 81.576
S3 80.145 80.561 81.509
S4 79.410 79.826 81.307
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 81.935 79.905 2.030 2.5% 0.676 0.8% 89% True False 282
10 81.935 78.440 3.495 4.3% 0.677 0.8% 94% True False 251
20 81.935 76.175 5.760 7.0% 0.756 0.9% 96% True False 193
40 81.935 76.175 5.760 7.0% 0.704 0.9% 96% True False 123
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 2 trading days
Fibonacci Retracements and Extensions
4.250 85.059
2.618 83.859
1.618 83.124
1.000 82.670
0.618 82.389
HIGH 81.935
0.618 81.654
0.500 81.568
0.382 81.481
LOW 81.200
0.618 80.746
1.000 80.465
1.618 80.011
2.618 79.276
4.250 78.076
Fisher Pivots for day following 30-Nov-2010
Pivot 1 day 3 day
R1 81.663 81.508
PP 81.615 81.305
S1 81.568 81.103

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

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