ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 78.630 78.590 -0.040 -0.1% 78.170
High 78.830 78.870 0.040 0.1% 78.795
Low 78.395 78.220 -0.175 -0.2% 77.580
Close 78.660 78.277 -0.383 -0.5% 78.565
Range 0.435 0.650 0.215 49.4% 1.215
ATR 0.652 0.652 0.000 0.0% 0.000
Volume 14,250 25,516 11,266 79.1% 103,838
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.406 79.991 78.635
R3 79.756 79.341 78.456
R2 79.106 79.106 78.396
R1 78.691 78.691 78.337 78.574
PP 78.456 78.456 78.456 78.397
S1 78.041 78.041 78.217 77.924
S2 77.806 77.806 78.158
S3 77.156 77.391 78.098
S4 76.506 76.741 77.920
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 77.750 1.230 1.6% 0.592 0.8% 43% False False 20,242
10 78.980 77.135 1.845 2.4% 0.617 0.8% 62% False False 21,100
20 79.340 77.000 2.340 3.0% 0.649 0.8% 55% False False 21,685
40 81.635 77.000 4.635 5.9% 0.659 0.8% 28% False False 20,581
60 81.935 77.000 4.935 6.3% 0.706 0.9% 26% False False 16,781
80 81.935 76.175 5.760 7.4% 0.714 0.9% 36% False False 12,619
100 81.935 76.175 5.760 7.4% 0.689 0.9% 36% False False 10,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.152
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.633
2.618 80.572
1.618 79.922
1.000 79.520
0.618 79.272
HIGH 78.870
0.618 78.622
0.500 78.545
0.382 78.468
LOW 78.220
0.618 77.818
1.000 77.570
1.618 77.168
2.618 76.518
4.250 75.458
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 78.545 78.600
PP 78.456 78.492
S1 78.366 78.385

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

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