ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 79.415 79.635 0.220 0.3% 81.460
High 79.605 79.665 0.060 0.1% 81.635
Low 78.970 78.755 -0.215 -0.3% 78.970
Close 79.366 79.160 -0.206 -0.3% 79.366
Range 0.635 0.910 0.275 43.3% 2.665
ATR 0.719 0.732 0.014 1.9% 0.000
Volume 22,516 33,044 10,528 46.8% 124,281
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 81.923 81.452 79.661
R3 81.013 80.542 79.410
R2 80.103 80.103 79.327
R1 79.632 79.632 79.243 79.413
PP 79.193 79.193 79.193 79.084
S1 78.722 78.722 79.077 78.503
S2 78.283 78.283 78.993
S3 77.373 77.812 78.910
S4 76.463 76.902 78.660
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 81.450 78.755 2.695 3.4% 0.828 1.0% 15% False True 27,658
10 81.635 78.755 2.880 3.6% 0.748 0.9% 14% False True 26,242
20 81.635 78.755 2.880 3.6% 0.658 0.8% 14% False True 19,145
40 81.935 78.440 3.495 4.4% 0.741 0.9% 21% False False 13,775
60 81.935 76.175 5.760 7.3% 0.727 0.9% 52% False False 9,226
80 81.935 76.175 5.760 7.3% 0.695 0.9% 52% False False 6,930
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 0.135
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.533
2.618 82.047
1.618 81.137
1.000 80.575
0.618 80.227
HIGH 79.665
0.618 79.317
0.500 79.210
0.382 79.103
LOW 78.755
0.618 78.193
1.000 77.845
1.618 77.283
2.618 76.373
4.250 74.888
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 79.210 79.600
PP 79.193 79.453
S1 79.177 79.307

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

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