ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	77.760	78.250	0.490	0.6%	77.925
High	78.380	78.670	0.290	0.4%	77.960
Low	77.220	78.100	0.880	1.1%	76.175
Close	77.969	78.160	0.191	0.2%	77.081
Range	1.160	0.570	-0.590	-50.9%	1.785
ATR	0.759	0.755	-0.004	-0.5%	0.000
Volume	78	106	28	35.9%	637

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.020	79.660	78.474
R3	79.450	79.090	78.317
R2	78.880	78.880	78.265
R1	78.520	78.520	78.212	78.415
PP	78.310	78.310	78.310	78.258
S1	77.950	77.950	78.108	77.845
S2	77.740	77.740	78.056
S3	77.170	77.380	78.003
S4	76.600	76.810	77.847

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.427	81.539	78.063
R3	80.642	79.754	77.572
R2	78.857	78.857	77.408
R1	77.969	77.969	77.245	77.521
PP	77.072	77.072	77.072	76.848
S1	76.184	76.184	76.917	75.736
S2	75.287	75.287	76.754
S3	73.502	74.399	76.590
S4	71.717	72.614	76.099

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.670	76.175	2.495	3.2%	0.817	1.0%	80%	True	False	115
10	78.670	76.175	2.495	3.2%	0.776	1.0%	80%	True	False	116
20	78.870	76.175	2.695	3.4%	0.768	1.0%	74%	False	False	79

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.163
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	81.093
2.618	80.162
1.618	79.592
1.000	79.240
0.618	79.022
HIGH	78.670
0.618	78.452
0.500	78.385
0.382	78.318
LOW	78.100
0.618	77.748
1.000	77.530
1.618	77.178
2.618	76.608
4.250	75.678

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	78.385	78.046
PP	78.310	77.932
S1	78.235	77.818

Download as Excel Spreadsheet

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

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