ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 77.855 77.845 -0.010 0.0% 78.310
High 78.280 78.425 0.145 0.2% 78.630
Low 77.710 77.705 -0.005 0.0% 77.705
Close 77.854 78.280 0.426 0.5% 78.280
Range 0.570 0.720 0.150 26.3% 0.925
ATR 0.708 0.709 0.001 0.1% 0.000
Volume 22,142 25,486 3,344 15.1% 115,262
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.297 80.008 78.676
R3 79.577 79.288 78.478
R2 78.857 78.857 78.412
R1 78.568 78.568 78.346 78.713
PP 78.137 78.137 78.137 78.209
S1 77.848 77.848 78.214 77.993
S2 77.417 77.417 78.148
S3 76.697 77.128 78.082
S4 75.977 76.408 77.884
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.980 80.555 78.789
R3 80.055 79.630 78.534
R2 79.130 79.130 78.450
R1 78.705 78.705 78.365 78.455
PP 78.205 78.205 78.205 78.080
S1 77.780 77.780 78.195 77.530
S2 77.280 77.280 78.110
S3 76.355 76.855 78.026
S4 75.430 75.930 77.771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.630 77.705 0.925 1.2% 0.605 0.8% 62% False True 23,052
10 79.665 77.705 1.960 2.5% 0.705 0.9% 29% False True 23,773
20 81.635 77.705 3.930 5.0% 0.712 0.9% 15% False True 23,758
40 81.635 77.705 3.930 5.0% 0.725 0.9% 15% False True 18,272
60 81.935 76.175 5.760 7.4% 0.733 0.9% 37% False False 12,251
80 81.935 76.175 5.760 7.4% 0.719 0.9% 37% False False 9,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.150
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.485
2.618 80.310
1.618 79.590
1.000 79.145
0.618 78.870
HIGH 78.425
0.618 78.150
0.500 78.065
0.382 77.980
LOW 77.705
0.618 77.260
1.000 76.985
1.618 76.540
2.618 75.820
4.250 74.645
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 78.208 78.208
PP 78.137 78.137
S1 78.065 78.065

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

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