ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 81.460 81.265 -0.195 -0.2% 79.310
High 81.635 81.450 -0.185 -0.2% 81.455
Low 81.115 81.035 -0.080 -0.1% 79.115
Close 81.163 81.085 -0.078 -0.1% 81.321
Range 0.520 0.415 -0.105 -20.2% 2.340
ATR 0.685 0.666 -0.019 -2.8% 0.000
Volume 19,035 15,631 -3,404 -17.9% 123,805
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 82.435 82.175 81.313
R3 82.020 81.760 81.199
R2 81.605 81.605 81.161
R1 81.345 81.345 81.123 81.268
PP 81.190 81.190 81.190 81.151
S1 80.930 80.930 81.047 80.853
S2 80.775 80.775 81.009
S3 80.360 80.515 80.971
S4 79.945 80.100 80.857
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 87.650 86.826 82.608
R3 85.310 84.486 81.965
R2 82.970 82.970 81.750
R1 82.146 82.146 81.536 82.558
PP 80.630 80.630 80.630 80.837
S1 79.806 79.806 81.107 80.218
S2 78.290 78.290 80.892
S3 75.950 77.466 80.678
S4 73.610 75.126 80.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.635 79.710 1.925 2.4% 0.618 0.8% 71% False False 24,880
10 81.635 79.025 2.610 3.2% 0.605 0.7% 79% False False 19,239
20 81.635 79.025 2.610 3.2% 0.634 0.8% 79% False False 17,025
40 81.935 78.440 3.495 4.3% 0.711 0.9% 76% False False 10,731
60 81.935 76.175 5.760 7.1% 0.729 0.9% 85% False False 7,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.108
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.214
2.618 82.536
1.618 82.121
1.000 81.865
0.618 81.706
HIGH 81.450
0.618 81.291
0.500 81.243
0.382 81.194
LOW 81.035
0.618 80.779
1.000 80.620
1.618 80.364
2.618 79.949
4.250 79.271
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 81.243 81.310
PP 81.190 81.235
S1 81.138 81.160

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

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