ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 77.080 76.710 -0.370 -0.5% 77.880
High 77.210 76.875 -0.335 -0.4% 78.390
Low 76.540 76.375 -0.165 -0.2% 76.975
Close 76.689 76.495 -0.194 -0.3% 77.300
Range 0.670 0.500 -0.170 -25.4% 1.415
ATR 0.611 0.603 -0.008 -1.3% 0.000
Volume 32,448 29,963 -2,485 -7.7% 60,027
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.082 77.788 76.770
R3 77.582 77.288 76.633
R2 77.082 77.082 76.587
R1 76.788 76.788 76.541 76.685
PP 76.582 76.582 76.582 76.530
S1 76.288 76.288 76.449 76.185
S2 76.082 76.082 76.403
S3 75.582 75.788 76.358
S4 75.082 75.288 76.220
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 77.460 76.375 1.085 1.4% 0.535 0.7% 11% False True 23,727
10 78.410 76.375 2.035 2.7% 0.552 0.7% 6% False True 20,776
20 78.980 76.375 2.605 3.4% 0.584 0.8% 5% False True 20,938
40 81.635 76.375 5.260 6.9% 0.649 0.8% 2% False True 22,770
60 81.635 76.375 5.260 6.9% 0.659 0.9% 2% False True 20,117
80 81.935 76.375 5.560 7.3% 0.691 0.9% 2% False True 15,203
100 81.935 76.175 5.760 7.5% 0.696 0.9% 6% False False 12,177
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.162
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.000
2.618 78.184
1.618 77.684
1.000 77.375
0.618 77.184
HIGH 76.875
0.618 76.684
0.500 76.625
0.382 76.566
LOW 76.375
0.618 76.066
1.000 75.875
1.618 75.566
2.618 75.066
4.250 74.250
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 76.625 76.793
PP 76.582 76.693
S1 76.538 76.594

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

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