ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 03-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 03-Jan-2011 Change Change % Previous Week
Open 79.735 79.310 -0.425 -0.5% 80.985
High 79.785 79.730 -0.055 -0.1% 81.010
Low 79.025 79.230 0.205 0.3% 79.025
Close 79.288 79.384 0.096 0.1% 79.288
Range 0.760 0.500 -0.260 -34.2% 1.985
ATR 0.713 0.698 -0.015 -2.1% 0.000
Volume 11,870 18,709 6,839 57.6% 49,872
Daily Pivots for day following 03-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.948 80.666 79.659
R3 80.448 80.166 79.522
R2 79.948 79.948 79.476
R1 79.666 79.666 79.430 79.807
PP 79.448 79.448 79.448 79.519
S1 79.166 79.166 79.338 79.307
S2 78.948 78.948 79.292
S3 78.448 78.666 79.247
S4 77.948 78.166 79.109
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.729 84.494 80.380
R3 83.744 82.509 79.834
R2 81.759 81.759 79.652
R1 80.524 80.524 79.470 80.149
PP 79.774 79.774 79.774 79.587
S1 78.539 78.539 79.106 78.164
S2 77.789 77.789 78.924
S3 75.804 76.554 78.742
S4 73.819 74.569 78.196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.760 79.025 1.735 2.2% 0.634 0.8% 21% False False 12,704
10 81.185 79.025 2.160 2.7% 0.568 0.7% 17% False False 12,048
20 81.185 79.025 2.160 2.7% 0.690 0.9% 17% False False 14,237
40 81.935 76.965 4.970 6.3% 0.734 0.9% 49% False False 7,255
60 81.935 76.175 5.760 7.3% 0.725 0.9% 56% False False 4,862
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.136
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.855
2.618 81.039
1.618 80.539
1.000 80.230
0.618 80.039
HIGH 79.730
0.618 79.539
0.500 79.480
0.382 79.421
LOW 79.230
0.618 78.921
1.000 78.730
1.618 78.421
2.618 77.921
4.250 77.105
Fisher Pivots for day following 03-Jan-2011
Pivot 1 day 3 day
R1 79.480 79.525
PP 79.448 79.478
S1 79.416 79.431

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

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