ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 77.760 78.230 0.470 0.6% 78.170
High 78.435 78.795 0.360 0.5% 78.795
Low 77.750 78.210 0.460 0.6% 77.580
Close 78.327 78.565 0.238 0.3% 78.565
Range 0.685 0.585 -0.100 -14.6% 1.215
ATR 0.681 0.674 -0.007 -1.0% 0.000
Volume 22,325 23,143 818 3.7% 103,838
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.278 80.007 78.887
R3 79.693 79.422 78.726
R2 79.108 79.108 78.672
R1 78.837 78.837 78.619 78.973
PP 78.523 78.523 78.523 78.591
S1 78.252 78.252 78.511 78.388
S2 77.938 77.938 78.458
S3 77.353 77.667 78.404
S4 76.768 77.082 78.243
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.958 81.477 79.233
R3 80.743 80.262 78.899
R2 79.528 79.528 78.788
R1 79.047 79.047 78.676 79.288
PP 78.313 78.313 78.313 78.434
S1 77.832 77.832 78.454 78.073
S2 77.098 77.098 78.342
S3 75.883 76.617 78.231
S4 74.668 75.402 77.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.795 77.580 1.215 1.5% 0.571 0.7% 81% True False 20,767
10 78.795 77.000 1.795 2.3% 0.644 0.8% 87% True False 21,805
20 79.665 77.000 2.665 3.4% 0.674 0.9% 59% False False 22,789
40 81.635 77.000 4.635 5.9% 0.669 0.9% 34% False False 20,516
60 81.935 77.000 4.935 6.3% 0.709 0.9% 32% False False 15,863
80 81.935 76.175 5.760 7.3% 0.715 0.9% 41% False False 11,923
100 81.935 76.175 5.760 7.3% 0.684 0.9% 41% False False 9,546
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.110
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.281
2.618 80.327
1.618 79.742
1.000 79.380
0.618 79.157
HIGH 78.795
0.618 78.572
0.500 78.503
0.382 78.433
LOW 78.210
0.618 77.848
1.000 77.625
1.618 77.263
2.618 76.678
4.250 75.724
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 78.544 78.439
PP 78.523 78.313
S1 78.503 78.188

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

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