ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 79.635 79.120 -0.515 -0.6% 81.460
High 79.665 79.120 -0.545 -0.7% 81.635
Low 78.755 78.470 -0.285 -0.4% 78.970
Close 79.160 78.811 -0.349 -0.4% 79.366
Range 0.910 0.650 -0.260 -28.6% 2.665
ATR 0.732 0.729 -0.003 -0.4% 0.000
Volume 33,044 22,266 -10,778 -32.6% 124,281
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.750 80.431 79.169
R3 80.100 79.781 78.990
R2 79.450 79.450 78.930
R1 79.131 79.131 78.871 78.966
PP 78.800 78.800 78.800 78.718
S1 78.481 78.481 78.751 78.316
S2 78.150 78.150 78.692
S3 77.500 77.831 78.632
S4 76.850 77.181 78.454
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 81.145 78.470 2.675 3.4% 0.875 1.1% 13% False True 28,985
10 81.635 78.470 3.165 4.0% 0.747 0.9% 11% False True 26,932
20 81.635 78.470 3.165 4.0% 0.669 0.8% 11% False True 19,476
40 81.935 78.470 3.465 4.4% 0.735 0.9% 10% False True 14,328
60 81.935 76.175 5.760 7.3% 0.736 0.9% 46% False False 9,596
80 81.935 76.175 5.760 7.3% 0.699 0.9% 46% False False 7,208
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 0.107
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.883
2.618 80.822
1.618 80.172
1.000 79.770
0.618 79.522
HIGH 79.120
0.618 78.872
0.500 78.795
0.382 78.718
LOW 78.470
0.618 78.068
1.000 77.820
1.618 77.418
2.618 76.768
4.250 75.708
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 78.806 79.068
PP 78.800 78.982
S1 78.795 78.897

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

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