ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 78.310 78.155 -0.155 -0.2% 79.635
High 78.630 78.570 -0.060 -0.1% 79.665
Low 77.940 77.950 0.010 0.0% 78.010
Close 78.193 78.145 -0.048 -0.1% 78.370
Range 0.690 0.620 -0.070 -10.1% 1.655
ATR 0.751 0.741 -0.009 -1.2% 0.000
Volume 25,047 21,612 -3,435 -13.7% 99,957
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.082 79.733 78.486
R3 79.462 79.113 78.316
R2 78.842 78.842 78.259
R1 78.493 78.493 78.202 78.358
PP 78.222 78.222 78.222 78.154
S1 77.873 77.873 78.088 77.738
S2 77.602 77.602 78.031
S3 76.982 77.253 77.975
S4 76.362 76.633 77.804
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.647 82.663 79.280
R3 81.992 81.008 78.825
R2 80.337 80.337 78.673
R1 79.353 79.353 78.522 79.018
PP 78.682 78.682 78.682 78.514
S1 77.698 77.698 78.218 77.363
S2 77.027 77.027 78.067
S3 75.372 76.043 77.915
S4 73.717 74.388 77.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.340 77.940 1.400 1.8% 0.757 1.0% 15% False False 22,714
10 81.450 77.940 3.510 4.5% 0.793 1.0% 6% False False 25,186
20 81.635 77.940 3.695 4.7% 0.722 0.9% 6% False False 21,975
40 81.935 77.940 3.995 5.1% 0.748 1.0% 5% False False 16,588
60 81.935 76.175 5.760 7.4% 0.740 0.9% 34% False False 11,114
80 81.935 76.175 5.760 7.4% 0.719 0.9% 34% False False 8,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.152
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.205
2.618 80.193
1.618 79.573
1.000 79.190
0.618 78.953
HIGH 78.570
0.618 78.333
0.500 78.260
0.382 78.187
LOW 77.950
0.618 77.567
1.000 77.330
1.618 76.947
2.618 76.327
4.250 75.315
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 78.260 78.518
PP 78.222 78.393
S1 78.183 78.269

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

View Archives - Comment on this page... - Back to Index of Symbols