ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 80.290 79.415 -0.875 -1.1% 81.460
High 80.445 79.605 -0.840 -1.0% 81.635
Low 79.210 78.970 -0.240 -0.3% 78.970
Close 79.406 79.366 -0.040 -0.1% 79.366
Range 1.235 0.635 -0.600 -48.6% 2.665
ATR 0.725 0.719 -0.006 -0.9% 0.000
Volume 33,121 22,516 -10,605 -32.0% 124,281
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 81.219 80.927 79.715
R3 80.584 80.292 79.541
R2 79.949 79.949 79.482
R1 79.657 79.657 79.424 79.486
PP 79.314 79.314 79.314 79.228
S1 79.022 79.022 79.308 78.851
S2 78.679 78.679 79.250
S3 78.044 78.387 79.191
S4 77.409 77.752 79.017
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 87.985 86.341 80.832
R3 85.320 83.676 80.099
R2 82.655 82.655 79.855
R1 81.011 81.011 79.610 80.501
PP 79.990 79.990 79.990 79.735
S1 78.346 78.346 79.122 77.836
S2 77.325 77.325 78.877
S3 74.660 75.681 78.633
S4 71.995 73.016 77.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.635 78.970 2.665 3.4% 0.750 0.9% 15% False True 24,856
10 81.635 78.970 2.665 3.4% 0.707 0.9% 15% False True 24,808
20 81.635 78.970 2.665 3.4% 0.668 0.8% 15% False True 18,492
40 81.935 78.440 3.495 4.4% 0.730 0.9% 26% False False 12,955
60 81.935 76.175 5.760 7.3% 0.728 0.9% 55% False False 8,675
80 81.935 76.175 5.760 7.3% 0.693 0.9% 55% False False 6,517
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 0.140
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.304
2.618 81.267
1.618 80.632
1.000 80.240
0.618 79.997
HIGH 79.605
0.618 79.362
0.500 79.288
0.382 79.213
LOW 78.970
0.618 78.578
1.000 78.335
1.618 77.943
2.618 77.308
4.250 76.271
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 79.340 80.058
PP 79.314 79.827
S1 79.288 79.597

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

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