ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 77.845 78.455 0.610 0.8% 78.310
High 78.425 78.470 0.045 0.1% 78.630
Low 77.705 77.665 -0.040 -0.1% 77.705
Close 78.280 77.850 -0.430 -0.5% 78.280
Range 0.720 0.805 0.085 11.8% 0.925
ATR 0.709 0.716 0.007 1.0% 0.000
Volume 25,486 23,216 -2,270 -8.9% 115,262
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.410 79.935 78.293
R3 79.605 79.130 78.071
R2 78.800 78.800 77.998
R1 78.325 78.325 77.924 78.160
PP 77.995 77.995 77.995 77.913
S1 77.520 77.520 77.776 77.355
S2 77.190 77.190 77.702
S3 76.385 76.715 77.629
S4 75.580 75.910 77.407
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.980 80.555 78.789
R3 80.055 79.630 78.534
R2 79.130 79.130 78.450
R1 78.705 78.705 78.365 78.455
PP 78.205 78.205 78.205 78.080
S1 77.780 77.780 78.195 77.530
S2 77.280 77.280 78.110
S3 76.355 76.855 78.026
S4 75.430 75.930 77.771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.570 77.665 0.905 1.2% 0.628 0.8% 20% False True 22,686
10 79.665 77.665 2.000 2.6% 0.722 0.9% 9% False True 23,843
20 81.635 77.665 3.970 5.1% 0.714 0.9% 5% False True 24,326
40 81.635 77.665 3.970 5.1% 0.721 0.9% 5% False True 18,835
60 81.935 76.330 5.605 7.2% 0.733 0.9% 27% False False 12,635
80 81.935 76.175 5.760 7.4% 0.722 0.9% 29% False False 9,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.132
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.891
2.618 80.577
1.618 79.772
1.000 79.275
0.618 78.967
HIGH 78.470
0.618 78.162
0.500 78.068
0.382 77.973
LOW 77.665
0.618 77.168
1.000 76.860
1.618 76.363
2.618 75.558
4.250 74.244
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 78.068 78.068
PP 77.995 77.995
S1 77.923 77.923

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

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