ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 78.035 77.880 -0.155 -0.2% 78.495
High 78.295 78.390 0.095 0.1% 78.980
Low 77.570 77.635 0.065 0.1% 77.570
Close 77.720 77.870 0.150 0.2% 77.720
Range 0.725 0.755 0.030 4.1% 1.410
ATR 0.642 0.650 0.008 1.3% 0.000
Volume 22,965 0 -22,965 -100.0% 102,119
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.230 79.805 78.285
R3 79.475 79.050 78.078
R2 78.720 78.720 78.008
R1 78.295 78.295 77.939 78.130
PP 77.965 77.965 77.965 77.883
S1 77.540 77.540 77.801 77.375
S2 77.210 77.210 77.732
S3 76.455 76.785 77.662
S4 75.700 76.030 77.455
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.320 81.430 78.496
R3 80.910 80.020 78.108
R2 79.500 79.500 77.979
R1 78.610 78.610 77.849 78.350
PP 78.090 78.090 78.090 77.960
S1 77.200 77.200 77.591 76.940
S2 76.680 76.680 77.462
S3 75.270 75.790 77.332
S4 73.860 74.380 76.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.870 77.570 1.300 1.7% 0.597 0.8% 23% False False 17,228
10 78.980 77.570 1.410 1.8% 0.595 0.8% 21% False False 18,956
20 78.980 77.000 1.980 2.5% 0.618 0.8% 44% False False 20,519
40 81.635 77.000 4.635 6.0% 0.667 0.9% 19% False False 20,833
60 81.935 77.000 4.935 6.3% 0.706 0.9% 18% False False 17,539
80 81.935 76.175 5.760 7.4% 0.713 0.9% 29% False False 13,197
100 81.935 76.175 5.760 7.4% 0.696 0.9% 29% False False 10,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.599
2.618 80.367
1.618 79.612
1.000 79.145
0.618 78.857
HIGH 78.390
0.618 78.102
0.500 78.013
0.382 77.923
LOW 77.635
0.618 77.168
1.000 76.880
1.618 76.413
2.618 75.658
4.250 74.426
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 78.013 77.990
PP 77.965 77.950
S1 77.918 77.910

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

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