ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 78.135 78.055 -0.080 -0.1% 78.455
High 78.195 78.185 -0.010 0.0% 78.470
Low 77.715 77.580 -0.135 -0.2% 77.000
Close 78.094 77.721 -0.373 -0.5% 78.180
Range 0.480 0.605 0.125 26.0% 1.470
ATR 0.684 0.678 -0.006 -0.8% 0.000
Volume 19,607 22,374 2,767 14.1% 114,220
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.644 79.287 78.054
R3 79.039 78.682 77.887
R2 78.434 78.434 77.832
R1 78.077 78.077 77.776 77.953
PP 77.829 77.829 77.829 77.767
S1 77.472 77.472 77.666 77.348
S2 77.224 77.224 77.610
S3 76.619 76.867 77.555
S4 76.014 76.262 77.388
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.293 81.707 78.989
R3 80.823 80.237 78.584
R2 79.353 79.353 78.450
R1 78.767 78.767 78.315 78.325
PP 77.883 77.883 77.883 77.663
S1 77.297 77.297 78.045 76.855
S2 76.413 76.413 77.911
S3 74.943 75.827 77.776
S4 73.473 74.357 77.372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.440 77.135 1.305 1.7% 0.641 0.8% 45% False False 21,957
10 78.470 77.000 1.470 1.9% 0.646 0.8% 49% False False 22,021
20 81.145 77.000 4.145 5.3% 0.720 0.9% 17% False False 23,871
40 81.635 77.000 4.635 6.0% 0.677 0.9% 16% False False 20,448
60 81.935 77.000 4.935 6.3% 0.714 0.9% 15% False False 15,111
80 81.935 76.175 5.760 7.4% 0.727 0.9% 27% False False 11,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.136
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.756
2.618 79.769
1.618 79.164
1.000 78.790
0.618 78.559
HIGH 78.185
0.618 77.954
0.500 77.883
0.382 77.811
LOW 77.580
0.618 77.206
1.000 76.975
1.618 76.601
2.618 75.996
4.250 75.009
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 77.883 78.010
PP 77.829 77.914
S1 77.775 77.817

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

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