ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 77.760 77.140 -0.620 -0.8% 78.310
High 77.790 77.430 -0.360 -0.5% 78.630
Low 77.065 77.000 -0.065 -0.1% 77.705
Close 77.193 77.278 0.085 0.1% 78.280
Range 0.725 0.430 -0.295 -40.7% 0.925
ATR 0.721 0.700 -0.021 -2.9% 0.000
Volume 23,582 16,004 -7,578 -32.1% 115,262
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 78.526 78.332 77.515
R3 78.096 77.902 77.396
R2 77.666 77.666 77.357
R1 77.472 77.472 77.317 77.569
PP 77.236 77.236 77.236 77.285
S1 77.042 77.042 77.239 77.139
S2 76.806 76.806 77.199
S3 76.376 76.612 77.160
S4 75.946 76.182 77.042
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 78.470 77.000 1.470 1.9% 0.650 0.8% 19% False True 22,086
10 79.340 77.000 2.340 3.0% 0.681 0.9% 12% False True 22,271
20 81.635 77.000 4.635 6.0% 0.714 0.9% 6% False True 24,601
40 81.635 77.000 4.635 6.0% 0.696 0.9% 6% False True 19,707
60 81.935 77.000 4.935 6.4% 0.727 0.9% 6% False True 13,291
80 81.935 76.175 5.760 7.5% 0.724 0.9% 19% False False 9,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.146
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.258
2.618 78.556
1.618 78.126
1.000 77.860
0.618 77.696
HIGH 77.430
0.618 77.266
0.500 77.215
0.382 77.164
LOW 77.000
0.618 76.734
1.000 76.570
1.618 76.304
2.618 75.874
4.250 75.173
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 77.257 77.735
PP 77.236 77.583
S1 77.215 77.430

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

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