ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 78.055 77.760 -0.295 -0.4% 78.455
High 78.185 78.435 0.250 0.3% 78.470
Low 77.580 77.750 0.170 0.2% 77.000
Close 77.721 78.327 0.606 0.8% 78.180
Range 0.605 0.685 0.080 13.2% 1.470
ATR 0.678 0.681 0.003 0.4% 0.000
Volume 22,374 22,325 -49 -0.2% 114,220
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.226 79.961 78.704
R3 79.541 79.276 78.515
R2 78.856 78.856 78.453
R1 78.591 78.591 78.390 78.724
PP 78.171 78.171 78.171 78.237
S1 77.906 77.906 78.264 78.039
S2 77.486 77.486 78.201
S3 76.801 77.221 78.139
S4 76.116 76.536 77.950
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 77.565 0.875 1.1% 0.606 0.8% 87% False False 21,384
10 78.470 77.000 1.470 1.9% 0.657 0.8% 90% False False 22,040
20 80.445 77.000 3.445 4.4% 0.707 0.9% 39% False False 23,288
40 81.635 77.000 4.635 5.9% 0.676 0.9% 29% False False 20,476
60 81.935 77.000 4.935 6.3% 0.708 0.9% 27% False False 15,481
80 81.935 76.175 5.760 7.4% 0.720 0.9% 37% False False 11,634
100 81.935 76.175 5.760 7.4% 0.684 0.9% 37% False False 9,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.122
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.346
2.618 80.228
1.618 79.543
1.000 79.120
0.618 78.858
HIGH 78.435
0.618 78.173
0.500 78.093
0.382 78.012
LOW 77.750
0.618 77.327
1.000 77.065
1.618 76.642
2.618 75.957
4.250 74.839
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 78.249 78.221
PP 78.171 78.114
S1 78.093 78.008

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

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