ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 78.750 79.160 0.410 0.5% 79.960
High 79.075 79.160 0.085 0.1% 80.000
Low 78.750 78.275 -0.475 -0.6% 78.670
Close 79.013 78.322 -0.691 -0.9% 78.653
Range 0.325 0.885 0.560 172.3% 1.330
ATR
Volume 16 53 37 231.3% 102
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 81.241 80.666 78.809
R3 80.356 79.781 78.565
R2 79.471 79.471 78.484
R1 78.896 78.896 78.403 78.741
PP 78.586 78.586 78.586 78.508
S1 78.011 78.011 78.241 77.856
S2 77.701 77.701 78.160
S3 76.816 77.126 78.079
S4 75.931 76.241 77.835
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 83.098 82.205 79.385
R3 81.768 80.875 79.019
R2 80.438 80.438 78.897
R1 79.545 79.545 78.775 79.327
PP 79.108 79.108 79.108 78.998
S1 78.215 78.215 78.531 77.997
S2 77.778 77.778 78.409
S3 76.448 76.885 78.287
S4 75.118 75.555 77.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.560 78.275 1.285 1.6% 0.474 0.6% 4% False True 27
10 80.775 78.275 2.500 3.2% 0.456 0.6% 2% False True 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.921
2.618 81.477
1.618 80.592
1.000 80.045
0.618 79.707
HIGH 79.160
0.618 78.822
0.500 78.718
0.382 78.613
LOW 78.275
0.618 77.728
1.000 77.390
1.618 76.843
2.618 75.958
4.250 74.514
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 78.718 78.718
PP 78.586 78.586
S1 78.454 78.454

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

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