ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 01-Dec-2010
Day Change Summary
Previous Current
30-Nov-2010 01-Dec-2010 Change Change % Previous Week
Open 81.305 81.730 0.425 0.5% 78.760
High 81.935 81.820 -0.115 -0.1% 80.990
Low 81.200 80.950 -0.250 -0.3% 78.440
Close 81.711 81.167 -0.544 -0.7% 80.828
Range 0.735 0.870 0.135 18.4% 2.550
ATR 0.752 0.761 0.008 1.1% 0.000
Volume 448 570 122 27.2% 1,079
Daily Pivots for day following 01-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.922 83.415 81.646
R3 83.052 82.545 81.406
R2 82.182 82.182 81.327
R1 81.675 81.675 81.247 81.494
PP 81.312 81.312 81.312 81.222
S1 80.805 80.805 81.087 80.624
S2 80.442 80.442 81.008
S3 79.572 79.935 80.928
S4 78.702 79.065 80.689
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 81.935 80.095 1.840 2.3% 0.736 0.9% 58% False False 327
10 81.935 78.440 3.495 4.3% 0.713 0.9% 78% False False 282
20 81.935 76.175 5.760 7.1% 0.750 0.9% 87% False False 209
40 81.935 76.175 5.760 7.1% 0.712 0.9% 87% False False 137
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 0.115
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.518
2.618 84.098
1.618 83.228
1.000 82.690
0.618 82.358
HIGH 81.820
0.618 81.488
0.500 81.385
0.382 81.282
LOW 80.950
0.618 80.412
1.000 80.080
1.618 79.542
2.618 78.672
4.250 77.253
Fisher Pivots for day following 01-Dec-2010
Pivot 1 day 3 day
R1 81.385 81.268
PP 81.312 81.234
S1 81.240 81.201

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

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