ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 78.155 78.135 -0.020 0.0% 79.635
High 78.570 78.235 -0.335 -0.4% 79.665
Low 77.950 77.810 -0.140 -0.2% 78.010
Close 78.145 77.880 -0.265 -0.3% 78.370
Range 0.620 0.425 -0.195 -31.5% 1.655
ATR 0.741 0.719 -0.023 -3.0% 0.000
Volume 21,612 20,975 -637 -2.9% 99,957
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 79.250 78.990 78.114
R3 78.825 78.565 77.997
R2 78.400 78.400 77.958
R1 78.140 78.140 77.919 78.058
PP 77.975 77.975 77.975 77.934
S1 77.715 77.715 77.841 77.633
S2 77.550 77.550 77.802
S3 77.125 77.290 77.763
S4 76.700 76.865 77.646
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 77.810 1.530 2.0% 0.712 0.9% 5% False True 22,456
10 81.145 77.810 3.335 4.3% 0.794 1.0% 2% False True 25,720
20 81.635 77.810 3.825 4.9% 0.699 0.9% 2% False True 22,480
40 81.935 77.810 4.125 5.3% 0.733 0.9% 2% False True 17,107
60 81.935 76.175 5.760 7.4% 0.739 0.9% 30% False False 11,462
80 81.935 76.175 5.760 7.4% 0.720 0.9% 30% False False 8,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.144
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.041
2.618 79.348
1.618 78.923
1.000 78.660
0.618 78.498
HIGH 78.235
0.618 78.073
0.500 78.023
0.382 77.972
LOW 77.810
0.618 77.547
1.000 77.385
1.618 77.122
2.618 76.697
4.250 76.004
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 78.023 78.220
PP 77.975 78.107
S1 77.928 77.993

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

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