ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	81.265	81.075	-0.190	-0.2%	79.310
High	81.450	81.145	-0.305	-0.4%	81.455
Low	81.035	80.200	-0.835	-1.0%	79.115
Close	81.085	80.250	-0.835	-1.0%	81.321
Range	0.415	0.945	0.530	127.7%	2.340
ATR	0.666	0.686	0.020	3.0%	0.000
Volume	15,631	33,978	18,347	117.4%	123,805

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.367	82.753	80.770
R3	82.422	81.808	80.510
R2	81.477	81.477	80.423
R1	80.863	80.863	80.337	80.698
PP	80.532	80.532	80.532	80.449
S1	79.918	79.918	80.163	79.753
S2	79.587	79.587	80.077
S3	78.642	78.973	79.990
S4	77.697	78.028	79.730

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.650	86.826	82.608
R3	85.310	84.486	81.965
R2	82.970	82.970	81.750
R1	82.146	82.146	81.536	82.558
PP	80.630	80.630	80.630	80.837
S1	79.806	79.806	81.107	80.218
S2	78.290	78.290	80.892
S3	75.950	77.466	80.678
S4	73.610	75.126	80.034

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.635	80.200	1.435	1.8%	0.622	0.8%	3%	False	True	25,812
10	81.635	79.025	2.610	3.3%	0.628	0.8%	47%	False	False	21,710
20	81.635	79.025	2.610	3.3%	0.645	0.8%	47%	False	False	17,665
40	81.935	78.440	3.495	4.4%	0.709	0.9%	52%	False	False	11,578
60	81.935	76.175	5.760	7.2%	0.724	0.9%	71%	False	False	7,749
80	81.935	76.175	5.760	7.2%	0.679	0.8%	71%	False	False	5,822

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	0.115
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	85.161
2.618	83.619
1.618	82.674
1.000	82.090
0.618	81.729
HIGH	81.145
0.618	80.784
0.500	80.673
0.382	80.561
LOW	80.200
0.618	79.616
1.000	79.255
1.618	78.671
2.618	77.726
4.250	76.184

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	80.673	80.918
PP	80.532	80.695
S1	80.391	80.473

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols