ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 26-Nov-2010
Day Change Summary
Previous Current
25-Nov-2010 26-Nov-2010 Change Change % Previous Week
Open 80.310 80.280 -0.030 0.0% 78.760
High 80.420 80.990 0.570 0.7% 80.990
Low 80.095 80.270 0.175 0.2% 78.440
Close 80.085 80.828 0.743 0.9% 80.828
Range 0.325 0.720 0.395 121.5% 2.550
ATR 0.719 0.732 0.013 1.8% 0.000
Volume 368 48 -320 -87.0% 1,079
Daily Pivots for day following 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.856 82.562 81.224
R3 82.136 81.842 81.026
R2 81.416 81.416 80.960
R1 81.122 81.122 80.894 81.269
PP 80.696 80.696 80.696 80.770
S1 80.402 80.402 80.762 80.549
S2 79.976 79.976 80.696
S3 79.256 79.682 80.630
S4 78.536 78.962 80.432
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 87.736 86.832 82.231
R3 85.186 84.282 81.529
R2 82.636 82.636 81.296
R1 81.732 81.732 81.062 82.184
PP 80.086 80.086 80.086 80.312
S1 79.182 79.182 80.594 79.634
S2 77.536 77.536 80.361
S3 74.986 76.632 80.127
S4 72.436 74.082 79.426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.990 78.440 2.550 3.2% 0.698 0.9% 94% True False 215
10 80.990 78.440 2.550 3.2% 0.677 0.8% 94% True False 214
20 80.990 76.175 4.815 6.0% 0.724 0.9% 97% True False 166
40 80.990 76.175 4.815 6.0% 0.690 0.9% 97% True False 109
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 0.110
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.050
2.618 82.875
1.618 82.155
1.000 81.710
0.618 81.435
HIGH 80.990
0.618 80.715
0.500 80.630
0.382 80.545
LOW 80.270
0.618 79.825
1.000 79.550
1.618 79.105
2.618 78.385
4.250 77.210
Fisher Pivots for day following 26-Nov-2010
Pivot 1 day 3 day
R1 80.762 80.701
PP 80.696 80.574
S1 80.630 80.448

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

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