ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 80.570 81.140 0.570 0.7% 79.310
High 81.220 81.455 0.235 0.3% 81.455
Low 80.460 80.985 0.525 0.7% 79.115
Close 81.093 81.321 0.228 0.3% 81.321
Range 0.760 0.470 -0.290 -38.2% 2.340
ATR 0.716 0.698 -0.018 -2.5% 0.000
Volume 31,378 29,038 -2,340 -7.5% 123,805
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 82.664 82.462 81.580
R3 82.194 81.992 81.450
R2 81.724 81.724 81.407
R1 81.522 81.522 81.364 81.623
PP 81.254 81.254 81.254 81.304
S1 81.052 81.052 81.278 81.153
S2 80.784 80.784 81.235
S3 80.314 80.582 81.192
S4 79.844 80.112 81.063
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 87.650 86.826 82.608
R3 85.310 84.486 81.965
R2 82.970 82.970 81.750
R1 82.146 82.146 81.536 82.558
PP 80.630 80.630 80.630 80.837
S1 79.806 79.806 81.107 80.218
S2 78.290 78.290 80.892
S3 75.950 77.466 80.678
S4 73.610 75.126 80.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.455 79.115 2.340 2.9% 0.663 0.8% 94% True False 24,761
10 81.455 79.025 2.430 3.0% 0.648 0.8% 94% True False 17,367
20 81.455 79.025 2.430 3.0% 0.675 0.8% 94% True False 17,269
40 81.935 78.330 3.605 4.4% 0.724 0.9% 83% False False 9,871
60 81.935 76.175 5.760 7.1% 0.740 0.9% 89% False False 6,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.113
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.453
2.618 82.685
1.618 82.215
1.000 81.925
0.618 81.745
HIGH 81.455
0.618 81.275
0.500 81.220
0.382 81.165
LOW 80.985
0.618 80.695
1.000 80.515
1.618 80.225
2.618 79.755
4.250 78.988
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 81.287 81.075
PP 81.254 80.829
S1 81.220 80.583

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

View Archives - Comment on this page... - Back to Index of Symbols