ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	77.760	77.140	-0.620	-0.8%	78.310
High	77.790	77.430	-0.360	-0.5%	78.630
Low	77.065	77.000	-0.065	-0.1%	77.705
Close	77.193	77.278	0.085	0.1%	78.280
Range	0.725	0.430	-0.295	-40.7%	0.925
ATR	0.721	0.700	-0.021	-2.9%	0.000
Volume	23,582	16,004	-7,578	-32.1%	115,262

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.526	78.332	77.515
R3	78.096	77.902	77.396
R2	77.666	77.666	77.357
R1	77.472	77.472	77.317	77.569
PP	77.236	77.236	77.236	77.285
S1	77.042	77.042	77.239	77.139
S2	76.806	76.806	77.199
S3	76.376	76.612	77.160
S4	75.946	76.182	77.042

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	77.000	1.470	1.9%	0.650	0.8%	19%	False	True	22,086
10	79.340	77.000	2.340	3.0%	0.681	0.9%	12%	False	True	22,271
20	81.635	77.000	4.635	6.0%	0.714	0.9%	6%	False	True	24,601
40	81.635	77.000	4.635	6.0%	0.696	0.9%	6%	False	True	19,707
60	81.935	77.000	4.935	6.4%	0.727	0.9%	6%	False	True	13,291
80	81.935	76.175	5.760	7.5%	0.724	0.9%	19%	False	False	9,986

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.146
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	79.258
2.618	78.556
1.618	78.126
1.000	77.860
0.618	77.696
HIGH	77.430
0.618	77.266
0.500	77.215
0.382	77.164
LOW	77.000
0.618	76.734
1.000	76.570
1.618	76.304
2.618	75.874
4.250	75.173

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	77.257	77.735
PP	77.236	77.583
S1	77.215	77.430

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols