ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 81.075 80.290 -0.785 -1.0% 79.310
High 81.145 80.445 -0.700 -0.9% 81.455
Low 80.200 79.210 -0.990 -1.2% 79.115
Close 80.250 79.406 -0.844 -1.1% 81.321
Range 0.945 1.235 0.290 30.7% 2.340
ATR 0.686 0.725 0.039 5.7% 0.000
Volume 33,978 33,121 -857 -2.5% 123,805
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.392 82.634 80.085
R3 82.157 81.399 79.746
R2 80.922 80.922 79.632
R1 80.164 80.164 79.519 79.926
PP 79.687 79.687 79.687 79.568
S1 78.929 78.929 79.293 78.691
S2 78.452 78.452 79.180
S3 77.217 77.694 79.066
S4 75.982 76.459 78.727
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 79.210 2.425 3.1% 0.717 0.9% 8% False True 26,160
10 81.635 79.025 2.610 3.3% 0.719 0.9% 15% False False 23,744
20 81.635 79.025 2.610 3.3% 0.665 0.8% 15% False False 18,243
40 81.935 78.440 3.495 4.4% 0.727 0.9% 28% False False 12,399
60 81.935 76.175 5.760 7.3% 0.729 0.9% 56% False False 8,301
80 81.935 76.175 5.760 7.3% 0.687 0.9% 56% False False 6,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.126
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 85.694
2.618 83.678
1.618 82.443
1.000 81.680
0.618 81.208
HIGH 80.445
0.618 79.973
0.500 79.828
0.382 79.682
LOW 79.210
0.618 78.447
1.000 77.975
1.618 77.212
2.618 75.977
4.250 73.961
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 79.828 80.330
PP 79.687 80.022
S1 79.547 79.714

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

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