ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 17-Dec-2010
Day Change Summary
Previous Current
16-Dec-2010 17-Dec-2010 Change Change % Previous Week
Open 80.510 80.370 -0.140 -0.2% 80.550
High 80.760 81.010 0.250 0.3% 81.010
Low 80.185 79.895 -0.290 -0.4% 79.145
Close 80.549 80.752 0.203 0.3% 80.752
Range 0.575 1.115 0.540 93.9% 1.865
ATR 0.799 0.822 0.023 2.8% 0.000
Volume 17,544 19,983 2,439 13.9% 100,885
Daily Pivots for day following 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.897 83.440 81.365
R3 82.782 82.325 81.059
R2 81.667 81.667 80.956
R1 81.210 81.210 80.854 81.439
PP 80.552 80.552 80.552 80.667
S1 80.095 80.095 80.650 80.324
S2 79.437 79.437 80.548
S3 78.322 78.980 80.445
S4 77.207 77.865 80.139
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.897 85.190 81.778
R3 84.032 83.325 81.265
R2 82.167 82.167 81.094
R1 81.460 81.460 80.923 81.814
PP 80.302 80.302 80.302 80.479
S1 79.595 79.595 80.581 79.949
S2 78.437 78.437 80.410
S3 76.572 77.730 80.239
S4 74.707 75.865 79.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.010 79.145 1.865 2.3% 0.902 1.1% 86% True False 20,177
10 81.010 79.145 1.865 2.3% 0.813 1.0% 86% True False 16,426
20 81.935 78.440 3.495 4.3% 0.824 1.0% 66% False False 8,406
40 81.935 76.175 5.760 7.1% 0.762 0.9% 79% False False 4,266
60 81.935 76.175 5.760 7.1% 0.707 0.9% 79% False False 2,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.214
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.749
2.618 83.929
1.618 82.814
1.000 82.125
0.618 81.699
HIGH 81.010
0.618 80.584
0.500 80.453
0.382 80.321
LOW 79.895
0.618 79.206
1.000 78.780
1.618 78.091
2.618 76.976
4.250 75.156
Fisher Pivots for day following 17-Dec-2010
Pivot 1 day 3 day
R1 80.652 80.632
PP 80.552 80.512
S1 80.453 80.393

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

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