ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 79.710 80.570 0.860 1.1% 80.985
High 80.635 81.220 0.585 0.7% 81.010
Low 79.710 80.460 0.750 0.9% 79.025
Close 80.538 81.093 0.555 0.7% 79.288
Range 0.925 0.760 -0.165 -17.8% 1.985
ATR 0.712 0.716 0.003 0.5% 0.000
Volume 29,319 31,378 2,059 7.0% 49,872
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.204 82.909 81.511
R3 82.444 82.149 81.302
R2 81.684 81.684 81.232
R1 81.389 81.389 81.163 81.537
PP 80.924 80.924 80.924 80.998
S1 80.629 80.629 81.023 80.777
S2 80.164 80.164 80.954
S3 79.404 79.869 80.884
S4 78.644 79.109 80.675
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 81.220 79.025 2.195 2.7% 0.721 0.9% 94% True False 21,327
10 81.220 79.025 2.195 2.7% 0.650 0.8% 94% True False 15,479
20 81.220 79.025 2.195 2.7% 0.690 0.9% 94% True False 16,871
40 81.935 78.025 3.910 4.8% 0.732 0.9% 78% False False 9,149
60 81.935 76.175 5.760 7.1% 0.744 0.9% 85% False False 6,125
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 0.118
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.450
2.618 83.210
1.618 82.450
1.000 81.980
0.618 81.690
HIGH 81.220
0.618 80.930
0.500 80.840
0.382 80.750
LOW 80.460
0.618 79.990
1.000 79.700
1.618 79.230
2.618 78.470
4.250 77.230
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 81.009 80.785
PP 80.924 80.476
S1 80.840 80.168

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

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