ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 77.765 78.005 0.240 0.3% 77.610
High 78.190 78.350 0.160 0.2% 78.870
Low 77.500 77.370 -0.130 -0.2% 77.370
Close 78.039 78.090 0.051 0.1% 78.090
Range 0.690 0.980 0.290 42.0% 1.500
ATR 0.671 0.693 0.022 3.3% 0.000
Volume 36 27 -9 -25.0% 313
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.877 80.463 78.629
R3 79.897 79.483 78.360
R2 78.917 78.917 78.270
R1 78.503 78.503 78.180 78.710
PP 77.937 77.937 77.937 78.040
S1 77.523 77.523 78.000 77.730
S2 76.957 76.957 77.910
S3 75.977 76.543 77.821
S4 74.997 75.563 77.551
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.610 81.850 78.915
R3 81.110 80.350 78.503
R2 79.610 79.610 78.365
R1 78.850 78.850 78.228 79.230
PP 78.110 78.110 78.110 78.300
S1 77.350 77.350 77.953 77.730
S2 76.610 76.610 77.815
S3 75.110 75.850 77.678
S4 73.610 74.350 77.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.870 77.370 1.500 1.9% 0.905 1.2% 48% False True 62
10 78.870 76.750 2.120 2.7% 0.734 0.9% 63% False False 60
20 80.000 76.750 3.250 4.2% 0.597 0.8% 41% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.130
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.515
2.618 80.916
1.618 79.936
1.000 79.330
0.618 78.956
HIGH 78.350
0.618 77.976
0.500 77.860
0.382 77.744
LOW 77.370
0.618 76.764
1.000 76.390
1.618 75.784
2.618 74.804
4.250 73.205
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 78.013 78.064
PP 77.937 78.038
S1 77.860 78.013

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

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