ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 77.710 77.280 -0.430 -0.6% 78.495
High 77.745 77.520 -0.225 -0.3% 78.980
Low 77.295 77.030 -0.265 -0.3% 77.570
Close 77.444 77.096 -0.348 -0.4% 77.720
Range 0.450 0.490 0.040 8.9% 1.410
ATR 0.645 0.634 -0.011 -1.7% 0.000
Volume 24,250 18,508 -5,742 -23.7% 102,119
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 78.685 78.381 77.366
R3 78.195 77.891 77.231
R2 77.705 77.705 77.186
R1 77.401 77.401 77.141 77.308
PP 77.215 77.215 77.215 77.169
S1 76.911 76.911 77.051 76.818
S2 76.725 76.725 77.006
S3 76.235 76.421 76.961
S4 75.745 75.931 76.827
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 78.410 77.030 1.380 1.8% 0.568 0.7% 5% False True 17,826
10 78.980 77.030 1.950 2.5% 0.580 0.8% 3% False True 19,034
20 78.980 77.000 1.980 2.6% 0.613 0.8% 5% False False 20,528
40 81.635 77.000 4.635 6.0% 0.656 0.9% 2% False False 21,504
60 81.935 77.000 4.935 6.4% 0.693 0.9% 2% False False 18,247
80 81.935 76.175 5.760 7.5% 0.707 0.9% 16% False False 13,729
100 81.935 76.175 5.760 7.5% 0.699 0.9% 16% False False 10,994
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 0.154
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.603
2.618 78.803
1.618 78.313
1.000 78.010
0.618 77.823
HIGH 77.520
0.618 77.333
0.500 77.275
0.382 77.217
LOW 77.030
0.618 76.727
1.000 76.540
1.618 76.237
2.618 75.747
4.250 74.948
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 77.275 77.710
PP 77.215 77.505
S1 77.156 77.301

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

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