ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 77.555 77.330 -0.225 -0.3% 77.560
High 77.555 77.645 0.090 0.1% 78.370
Low 76.845 76.750 -0.095 -0.1% 76.750
Close 77.246 77.638 0.392 0.5% 77.638
Range 0.710 0.895 0.185 26.1% 1.620
ATR 0.551 0.576 0.025 4.5% 0.000
Volume 12 30 18 150.0% 288
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.029 79.729 78.130
R3 79.134 78.834 77.884
R2 78.239 78.239 77.802
R1 77.939 77.939 77.720 78.089
PP 77.344 77.344 77.344 77.420
S1 77.044 77.044 77.556 77.194
S2 76.449 76.449 77.474
S3 75.554 76.149 77.392
S4 74.659 75.254 77.146
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.446 81.662 78.529
R3 80.826 80.042 78.084
R2 79.206 79.206 77.935
R1 78.422 78.422 77.787 78.814
PP 77.586 77.586 77.586 77.782
S1 76.802 76.802 77.490 77.194
S2 75.966 75.966 77.341
S3 74.346 75.182 77.193
S4 72.726 73.562 76.747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.370 76.750 1.620 2.1% 0.563 0.7% 55% False True 57
10 79.160 76.750 2.410 3.1% 0.557 0.7% 37% False True 44
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 0.086
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 81.449
2.618 79.988
1.618 79.093
1.000 78.540
0.618 78.198
HIGH 77.645
0.618 77.303
0.500 77.198
0.382 77.092
LOW 76.750
0.618 76.197
1.000 75.855
1.618 75.302
2.618 74.407
4.250 72.946
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 77.491 77.500
PP 77.344 77.363
S1 77.198 77.225

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

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