ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 78.455 77.760 -0.695 -0.9% 78.310
High 78.470 77.790 -0.680 -0.9% 78.630
Low 77.665 77.065 -0.600 -0.8% 77.705
Close 77.850 77.193 -0.657 -0.8% 78.280
Range 0.805 0.725 -0.080 -9.9% 0.925
ATR 0.716 0.721 0.005 0.7% 0.000
Volume 23,216 23,582 366 1.6% 115,262
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.524 79.084 77.592
R3 78.799 78.359 77.392
R2 78.074 78.074 77.326
R1 77.634 77.634 77.259 77.492
PP 77.349 77.349 77.349 77.278
S1 76.909 76.909 77.127 76.767
S2 76.624 76.624 77.060
S3 75.899 76.184 76.994
S4 75.174 75.459 76.794
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 78.470 77.065 1.405 1.8% 0.649 0.8% 9% False True 23,080
10 79.340 77.065 2.275 2.9% 0.703 0.9% 6% False True 22,897
20 81.635 77.065 4.570 5.9% 0.725 0.9% 3% False True 24,569
40 81.635 77.065 4.570 5.9% 0.708 0.9% 3% False True 19,403
60 81.935 76.965 4.970 6.4% 0.731 0.9% 5% False False 13,027
80 81.935 76.175 5.760 7.5% 0.725 0.9% 18% False False 9,789
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 0.132
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.871
2.618 79.688
1.618 78.963
1.000 78.515
0.618 78.238
HIGH 77.790
0.618 77.513
0.500 77.428
0.382 77.342
LOW 77.065
0.618 76.617
1.000 76.340
1.618 75.892
2.618 75.167
4.250 73.984
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 77.428 77.768
PP 77.349 77.576
S1 77.271 77.385

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

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