ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
03-Jan-2011 04-Jan-2011 Change Change % Previous Week
Open 79.310 79.500 0.190 0.2% 80.985
High 79.730 79.775 0.045 0.1% 81.010
Low 79.230 79.115 -0.115 -0.1% 79.025
Close 79.384 79.699 0.315 0.4% 79.288
Range 0.500 0.660 0.160 32.0% 1.985
ATR 0.698 0.695 -0.003 -0.4% 0.000
Volume 18,709 15,361 -3,348 -17.9% 49,872
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 81.510 81.264 80.062
R3 80.850 80.604 79.881
R2 80.190 80.190 79.820
R1 79.944 79.944 79.760 80.067
PP 79.530 79.530 79.530 79.591
S1 79.284 79.284 79.639 79.407
S2 78.870 78.870 79.578
S3 78.210 78.624 79.518
S4 77.550 77.964 79.336
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 80.715 79.025 1.690 2.1% 0.592 0.7% 40% False False 13,598
10 81.185 79.025 2.160 2.7% 0.592 0.7% 31% False False 12,020
20 81.185 79.025 2.160 2.7% 0.679 0.9% 31% False False 14,812
40 81.935 77.220 4.715 5.9% 0.733 0.9% 53% False False 7,636
60 81.935 76.175 5.760 7.2% 0.727 0.9% 61% False False 5,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.147
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.580
2.618 81.503
1.618 80.843
1.000 80.435
0.618 80.183
HIGH 79.775
0.618 79.523
0.500 79.445
0.382 79.367
LOW 79.115
0.618 78.707
1.000 78.455
1.618 78.047
2.618 77.387
4.250 76.310
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 79.614 79.601
PP 79.530 79.503
S1 79.445 79.405

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

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