ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 79.015 78.310 -0.705 -0.9% 79.635
High 79.095 78.630 -0.465 -0.6% 79.665
Low 78.010 77.940 -0.070 -0.1% 78.010
Close 78.370 78.193 -0.177 -0.2% 78.370
Range 1.085 0.690 -0.395 -36.4% 1.655
ATR 0.755 0.751 -0.005 -0.6% 0.000
Volume 20,115 25,047 4,932 24.5% 99,957
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.324 79.949 78.573
R3 79.634 79.259 78.383
R2 78.944 78.944 78.320
R1 78.569 78.569 78.256 78.412
PP 78.254 78.254 78.254 78.176
S1 77.879 77.879 78.130 77.722
S2 77.564 77.564 78.067
S3 76.874 77.189 78.003
S4 76.184 76.499 77.814
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 77.940 1.725 2.2% 0.815 1.0% 15% False True 25,000
10 81.635 77.940 3.695 4.7% 0.783 1.0% 7% False True 24,928
20 81.635 77.940 3.695 4.7% 0.715 0.9% 7% False True 21,148
40 81.935 77.940 3.995 5.1% 0.751 1.0% 6% False True 16,049
60 81.935 76.175 5.760 7.4% 0.744 1.0% 35% False False 10,756
80 81.935 76.175 5.760 7.4% 0.715 0.9% 35% False False 8,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.149
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.563
2.618 80.436
1.618 79.746
1.000 79.320
0.618 79.056
HIGH 78.630
0.618 78.366
0.500 78.285
0.382 78.204
LOW 77.940
0.618 77.514
1.000 77.250
1.618 76.824
2.618 76.134
4.250 75.008
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 78.285 78.640
PP 78.254 78.491
S1 78.224 78.342

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

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