ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 76.855 77.080 0.225 0.3% 77.880
High 77.130 77.210 0.080 0.1% 78.390
Low 76.765 76.540 -0.225 -0.3% 76.975
Close 77.083 76.689 -0.394 -0.5% 77.300
Range 0.365 0.670 0.305 83.6% 1.415
ATR 0.607 0.611 0.005 0.7% 0.000
Volume 19,643 32,448 12,805 65.2% 60,027
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.823 78.426 77.058
R3 78.153 77.756 76.873
R2 77.483 77.483 76.812
R1 77.086 77.086 76.750 76.950
PP 76.813 76.813 76.813 76.745
S1 76.416 76.416 76.628 76.280
S2 76.143 76.143 76.566
S3 75.473 75.746 76.505
S4 74.803 75.076 76.321
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.800 80.965 78.078
R3 80.385 79.550 77.689
R2 78.970 78.970 77.559
R1 78.135 78.135 77.430 77.845
PP 77.555 77.555 77.555 77.410
S1 76.720 76.720 77.170 76.430
S2 76.140 76.140 77.041
S3 74.725 75.305 76.911
S4 73.310 73.890 76.522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.520 76.540 0.980 1.3% 0.533 0.7% 15% False True 21,436
10 78.870 76.540 2.330 3.0% 0.567 0.7% 6% False True 20,332
20 78.980 76.540 2.440 3.2% 0.581 0.8% 6% False True 20,240
40 81.635 76.540 5.095 6.6% 0.653 0.9% 3% False True 22,405
60 81.635 76.540 5.095 6.6% 0.665 0.9% 3% False True 19,682
80 81.935 76.540 5.395 7.0% 0.693 0.9% 3% False True 14,830
100 81.935 76.175 5.760 7.5% 0.696 0.9% 9% False False 11,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.058
2.618 78.964
1.618 78.294
1.000 77.880
0.618 77.624
HIGH 77.210
0.618 76.954
0.500 76.875
0.382 76.796
LOW 76.540
0.618 76.126
1.000 75.870
1.618 75.456
2.618 74.786
4.250 73.693
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 76.875 76.988
PP 76.813 76.888
S1 76.751 76.789

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

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