ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 77.925 77.905 -0.020 0.0% 77.620
High 77.960 77.905 -0.055 -0.1% 78.870
Low 77.475 77.270 -0.205 -0.3% 77.475
Close 77.901 77.302 -0.599 -0.8% 77.882
Range 0.485 0.635 0.150 30.9% 1.395
ATR 0.695 0.691 -0.004 -0.6% 0.000
Volume 83 27 -56 -67.5% 272
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 79.397 78.985 77.651
R3 78.762 78.350 77.477
R2 78.127 78.127 77.418
R1 77.715 77.715 77.360 77.604
PP 77.492 77.492 77.492 77.437
S1 77.080 77.080 77.244 76.969
S2 76.857 76.857 77.186
S3 76.222 76.445 77.127
S4 75.587 75.810 76.953
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 82.261 81.466 78.649
R3 80.866 80.071 78.266
R2 79.471 79.471 78.138
R1 78.676 78.676 78.010 79.074
PP 78.076 78.076 78.076 78.274
S1 77.281 77.281 77.754 77.679
S2 76.681 76.681 77.626
S3 75.286 75.886 77.498
S4 73.891 74.491 77.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.870 77.270 1.600 2.1% 0.672 0.9% 2% False True 71
10 78.870 77.270 1.600 2.1% 0.674 0.9% 2% False True 49
20 78.870 76.750 2.120 2.7% 0.651 0.8% 26% False False 53
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 0.120
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.604
2.618 79.567
1.618 78.932
1.000 78.540
0.618 78.297
HIGH 77.905
0.618 77.662
0.500 77.588
0.382 77.513
LOW 77.270
0.618 76.878
1.000 76.635
1.618 76.243
2.618 75.608
4.250 74.571
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 77.588 77.815
PP 77.492 77.644
S1 77.397 77.473

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

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