ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 78.230 78.495 0.265 0.3% 78.170
High 78.795 78.980 0.185 0.2% 78.795
Low 78.210 78.375 0.165 0.2% 77.580
Close 78.565 78.717 0.152 0.2% 78.565
Range 0.585 0.605 0.020 3.4% 1.215
ATR 0.674 0.669 -0.005 -0.7% 0.000
Volume 23,143 15,978 -7,165 -31.0% 103,838
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.506 80.216 79.050
R3 79.901 79.611 78.883
R2 79.296 79.296 78.828
R1 79.006 79.006 78.772 79.151
PP 78.691 78.691 78.691 78.763
S1 78.401 78.401 78.662 78.546
S2 78.086 78.086 78.606
S3 77.481 77.796 78.551
S4 76.876 77.191 78.384
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 78.980 77.580 1.400 1.8% 0.592 0.8% 81% True False 20,685
10 78.980 77.000 1.980 2.5% 0.624 0.8% 87% True False 21,082
20 79.665 77.000 2.665 3.4% 0.673 0.9% 64% False False 22,462
40 81.635 77.000 4.635 5.9% 0.670 0.9% 37% False False 20,477
60 81.935 77.000 4.935 6.3% 0.711 0.9% 35% False False 16,124
80 81.935 76.175 5.760 7.3% 0.714 0.9% 44% False False 12,122
100 81.935 76.175 5.760 7.3% 0.689 0.9% 44% False False 9,706
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 0.121
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.551
2.618 80.564
1.618 79.959
1.000 79.585
0.618 79.354
HIGH 78.980
0.618 78.749
0.500 78.678
0.382 78.606
LOW 78.375
0.618 78.001
1.000 77.770
1.618 77.396
2.618 76.791
4.250 75.804
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 78.704 78.600
PP 78.691 78.482
S1 78.678 78.365

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

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