ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 81.140 81.460 0.320 0.4% 79.310
High 81.455 81.635 0.180 0.2% 81.455
Low 80.985 81.115 0.130 0.2% 79.115
Close 81.321 81.163 -0.158 -0.2% 81.321
Range 0.470 0.520 0.050 10.6% 2.340
ATR 0.698 0.685 -0.013 -1.8% 0.000
Volume 29,038 19,035 -10,003 -34.4% 123,805
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 82.864 82.534 81.449
R3 82.344 82.014 81.306
R2 81.824 81.824 81.258
R1 81.494 81.494 81.211 81.399
PP 81.304 81.304 81.304 81.257
S1 80.974 80.974 81.115 80.879
S2 80.784 80.784 81.068
S3 80.264 80.454 81.020
S4 79.744 79.934 80.877
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 81.635 79.115 2.520 3.1% 0.667 0.8% 81% True False 24,826
10 81.635 79.025 2.610 3.2% 0.651 0.8% 82% True False 18,765
20 81.635 79.025 2.610 3.2% 0.676 0.8% 82% True False 17,275
40 81.935 78.440 3.495 4.3% 0.719 0.9% 78% False False 10,345
60 81.935 76.175 5.760 7.1% 0.734 0.9% 87% False False 6,926
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 0.128
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.845
2.618 82.996
1.618 82.476
1.000 82.155
0.618 81.956
HIGH 81.635
0.618 81.436
0.500 81.375
0.382 81.314
LOW 81.115
0.618 80.794
1.000 80.595
1.618 80.274
2.618 79.754
4.250 78.905
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 81.375 81.125
PP 81.304 81.086
S1 81.234 81.048

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

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