ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 02-Dec-2010
Day Change Summary
Previous Current
01-Dec-2010 02-Dec-2010 Change Change % Previous Week
Open 81.730 81.205 -0.525 -0.6% 78.760
High 81.820 81.490 -0.330 -0.4% 80.990
Low 80.950 80.535 -0.415 -0.5% 78.440
Close 81.167 80.731 -0.436 -0.5% 80.828
Range 0.870 0.955 0.085 9.8% 2.550
ATR 0.761 0.774 0.014 1.8% 0.000
Volume 570 687 117 20.5% 1,079
Daily Pivots for day following 02-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.784 83.212 81.256
R3 82.829 82.257 80.994
R2 81.874 81.874 80.906
R1 81.302 81.302 80.819 81.111
PP 80.919 80.919 80.919 80.823
S1 80.347 80.347 80.643 80.156
S2 79.964 79.964 80.556
S3 79.009 79.392 80.468
S4 78.054 78.437 80.206
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 80.270 1.665 2.1% 0.862 1.1% 28% False False 391
10 81.935 78.440 3.495 4.3% 0.756 0.9% 66% False False 322
20 81.935 76.330 5.605 6.9% 0.756 0.9% 79% False False 234
40 81.935 76.175 5.760 7.1% 0.722 0.9% 79% False False 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.144
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.549
2.618 83.990
1.618 83.035
1.000 82.445
0.618 82.080
HIGH 81.490
0.618 81.125
0.500 81.013
0.382 80.900
LOW 80.535
0.618 79.945
1.000 79.580
1.618 78.990
2.618 78.035
4.250 76.476
Fisher Pivots for day following 02-Dec-2010
Pivot 1 day 3 day
R1 81.013 81.235
PP 80.919 81.067
S1 80.825 80.899

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

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