ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 79.500 79.710 0.210 0.3% 80.985
High 79.775 80.635 0.860 1.1% 81.010
Low 79.115 79.710 0.595 0.8% 79.025
Close 79.699 80.538 0.839 1.1% 79.288
Range 0.660 0.925 0.265 40.2% 1.985
ATR 0.695 0.712 0.017 2.5% 0.000
Volume 15,361 29,319 13,958 90.9% 49,872
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.069 82.729 81.047
R3 82.144 81.804 80.792
R2 81.219 81.219 80.708
R1 80.879 80.879 80.623 81.049
PP 80.294 80.294 80.294 80.380
S1 79.954 79.954 80.453 80.124
S2 79.369 79.369 80.368
S3 78.444 79.029 80.284
S4 77.519 78.104 80.029
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.729 84.494 80.380
R3 83.744 82.509 79.834
R2 81.759 81.759 79.652
R1 80.524 80.524 79.470 80.149
PP 79.774 79.774 79.774 79.587
S1 78.539 78.539 79.106 78.164
S2 77.789 77.789 78.924
S3 75.804 76.554 78.742
S4 73.819 74.569 78.196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.635 79.025 1.610 2.0% 0.633 0.8% 94% True False 17,609
10 81.185 79.025 2.160 2.7% 0.624 0.8% 70% False False 13,508
20 81.185 79.025 2.160 2.7% 0.678 0.8% 70% False False 16,052
40 81.935 78.025 3.910 4.9% 0.727 0.9% 64% False False 8,367
60 81.935 76.175 5.760 7.2% 0.734 0.9% 76% False False 5,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.124
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 84.566
2.618 83.057
1.618 82.132
1.000 81.560
0.618 81.207
HIGH 80.635
0.618 80.282
0.500 80.173
0.382 80.063
LOW 79.710
0.618 79.138
1.000 78.785
1.618 78.213
2.618 77.288
4.250 75.779
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 80.416 80.317
PP 80.294 80.096
S1 80.173 79.875

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

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