ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 78.135 77.855 -0.280 -0.4% 79.635
High 78.235 78.280 0.045 0.1% 79.665
Low 77.810 77.710 -0.100 -0.1% 78.010
Close 77.880 77.854 -0.026 0.0% 78.370
Range 0.425 0.570 0.145 34.1% 1.655
ATR 0.719 0.708 -0.011 -1.5% 0.000
Volume 20,975 22,142 1,167 5.6% 99,957
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 79.658 79.326 78.168
R3 79.088 78.756 78.011
R2 78.518 78.518 77.959
R1 78.186 78.186 77.906 78.067
PP 77.948 77.948 77.948 77.889
S1 77.616 77.616 77.802 77.497
S2 77.378 77.378 77.750
S3 76.808 77.046 77.697
S4 76.238 76.476 77.541
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 79.095 77.710 1.385 1.8% 0.678 0.9% 10% False True 21,978
10 80.445 77.710 2.735 3.5% 0.756 1.0% 5% False True 24,537
20 81.635 77.710 3.925 5.0% 0.692 0.9% 4% False True 23,123
40 81.820 77.710 4.110 5.3% 0.729 0.9% 4% False True 17,649
60 81.935 76.175 5.760 7.4% 0.738 0.9% 29% False False 11,831
80 81.935 76.175 5.760 7.4% 0.716 0.9% 29% False False 8,886
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.151
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.703
2.618 79.772
1.618 79.202
1.000 78.850
0.618 78.632
HIGH 78.280
0.618 78.062
0.500 77.995
0.382 77.928
LOW 77.710
0.618 77.358
1.000 77.140
1.618 76.788
2.618 76.218
4.250 75.288
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 77.995 78.140
PP 77.948 78.045
S1 77.901 77.949

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

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