ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 77.620 78.610 0.990 1.3% 77.560
High 78.870 78.655 -0.215 -0.3% 78.370
Low 77.620 77.720 0.100 0.1% 76.750
Close 78.801 77.824 -0.977 -1.2% 77.638
Range 1.250 0.935 -0.315 -25.2% 1.620
ATR 0.638 0.670 0.032 5.0% 0.000
Volume 86 50 -36 -41.9% 288
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.871 80.283 78.338
R3 79.936 79.348 78.081
R2 79.001 79.001 77.995
R1 78.413 78.413 77.910 78.240
PP 78.066 78.066 78.066 77.980
S1 77.478 77.478 77.738 77.305
S2 77.131 77.131 77.653
S3 76.196 76.543 77.567
S4 75.261 75.608 77.310
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 78.870 76.750 2.120 2.7% 0.892 1.1% 51% False False 58
10 78.870 76.750 2.120 2.7% 0.669 0.9% 51% False False 60
20 80.660 76.750 3.910 5.0% 0.559 0.7% 27% False False 41
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.629
2.618 81.103
1.618 80.168
1.000 79.590
0.618 79.233
HIGH 78.655
0.618 78.298
0.500 78.188
0.382 78.077
LOW 77.720
0.618 77.142
1.000 76.785
1.618 76.207
2.618 75.272
4.250 73.746
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 78.188 78.203
PP 78.066 78.076
S1 77.945 77.950

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

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