ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 15-Nov-2010

Day Change Summary
	Previous	Current
	12-Nov-2010	15-Nov-2010	Change	Change %	Previous Week
Open	78.840	78.620	-0.220	-0.3%	77.100
High	79.040	79.235	0.195	0.2%	79.040
Low	78.330	78.490	0.160	0.2%	76.965
Close	78.640	79.073	0.433	0.6%	78.640
Range	0.710	0.745	0.035	4.9%	2.075
ATR	0.755	0.754	-0.001	-0.1%	0.000
Volume	79	166	87	110.1%	554

Daily Pivots for day following 15-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.168	80.865	79.483
R3	80.423	80.120	79.278
R2	79.678	79.678	79.210
R1	79.375	79.375	79.141	79.527
PP	78.933	78.933	78.933	79.008
S1	78.630	78.630	79.005	78.782
S2	78.188	78.188	78.936
S3	77.443	77.885	78.868
S4	76.698	77.140	78.663

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.440	83.615	79.781
R3	82.365	81.540	79.211
R2	80.290	80.290	79.020
R1	79.465	79.465	78.830	79.878
PP	78.215	78.215	78.215	78.421
S1	77.390	77.390	78.450	77.803
S2	76.140	76.140	78.260
S3	74.065	75.315	78.069
S4	71.990	73.240	77.499

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.235	77.220	2.015	2.5%	0.797	1.0%	92%	True	False	116
10	79.235	76.175	3.060	3.9%	0.798	1.0%	95%	True	False	127
20	79.235	76.175	3.060	3.9%	0.767	1.0%	95%	True	False	91

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	0.157
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.401
2.618	81.185
1.618	80.440
1.000	79.980
0.618	79.695
HIGH	79.235
0.618	78.950
0.500	78.863
0.382	78.775
LOW	78.490
0.618	78.030
1.000	77.745
1.618	77.285
2.618	76.540
4.250	75.324

Fisher Pivots for day following 15-Nov-2010
Pivot	1 day	3 day
R1	79.003	78.925
PP	78.933	78.778
S1	78.863	78.630

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