ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 77.880 78.180 0.300 0.4% 77.610
High 78.400 78.870 0.470 0.6% 78.870
Low 77.750 78.180 0.430 0.6% 77.370
Close 78.315 78.782 0.467 0.6% 78.090
Range 0.650 0.690 0.040 6.2% 1.500
ATR 0.679 0.680 0.001 0.1% 0.000
Volume 8 35 27 337.5% 313
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 80.681 80.421 79.162
R3 79.991 79.731 78.972
R2 79.301 79.301 78.909
R1 79.041 79.041 78.845 79.171
PP 78.611 78.611 78.611 78.676
S1 78.351 78.351 78.719 78.481
S2 77.921 77.921 78.656
S3 77.231 77.661 78.592
S4 76.541 76.971 78.403
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% 0.627 0.8% 94% True False 24
10 78.870 76.750 2.120 2.7% 0.760 1.0% 96% True False 41
20 79.560 76.750 2.810 3.6% 0.623 0.8% 72% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.803
2.618 80.676
1.618 79.986
1.000 79.560
0.618 79.296
HIGH 78.870
0.618 78.606
0.500 78.525
0.382 78.444
LOW 78.180
0.618 77.754
1.000 77.490
1.618 77.064
2.618 76.374
4.250 75.248
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 78.696 78.602
PP 78.611 78.422
S1 78.525 78.243

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

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