ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 78.885 79.015 0.130 0.2% 79.635
High 79.340 79.095 -0.245 -0.3% 79.665
Low 78.600 78.010 -0.590 -0.8% 78.010
Close 78.984 78.370 -0.614 -0.8% 78.370
Range 0.740 1.085 0.345 46.6% 1.655
ATR 0.730 0.755 0.025 3.5% 0.000
Volume 24,532 20,115 -4,417 -18.0% 99,957
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 81.747 81.143 78.967
R3 80.662 80.058 78.668
R2 79.577 79.577 78.569
R1 78.973 78.973 78.469 78.733
PP 78.492 78.492 78.492 78.371
S1 77.888 77.888 78.271 77.648
S2 77.407 77.407 78.171
S3 76.322 76.803 78.072
S4 75.237 75.718 77.773
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.647 82.663 79.280
R3 81.992 81.008 78.825
R2 80.337 80.337 78.673
R1 79.353 79.353 78.522 79.018
PP 78.682 78.682 78.682 78.514
S1 77.698 77.698 78.218 77.363
S2 77.027 77.027 78.067
S3 75.372 76.043 77.915
S4 73.717 74.388 77.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.665 78.010 1.655 2.1% 0.804 1.0% 22% False True 24,494
10 81.635 78.010 3.625 4.6% 0.761 1.0% 10% False True 25,327
20 81.635 78.010 3.625 4.6% 0.705 0.9% 10% False True 20,403
40 81.935 78.010 3.925 5.0% 0.741 0.9% 9% False True 15,432
60 81.935 76.175 5.760 7.3% 0.744 0.9% 38% False False 10,340
80 81.935 76.175 5.760 7.3% 0.714 0.9% 38% False False 7,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.133
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.706
2.618 81.936
1.618 80.851
1.000 80.180
0.618 79.766
HIGH 79.095
0.618 78.681
0.500 78.553
0.382 78.424
LOW 78.010
0.618 77.339
1.000 76.925
1.618 76.254
2.618 75.169
4.250 73.399
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 78.553 78.675
PP 78.492 78.573
S1 78.431 78.472

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

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