ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 77.225 77.940 0.715 0.9% 78.455
High 77.995 78.325 0.330 0.4% 78.470
Low 77.135 77.565 0.430 0.6% 77.000
Close 77.867 78.180 0.313 0.4% 78.180
Range 0.860 0.760 -0.100 -11.6% 1.470
ATR 0.711 0.715 0.003 0.5% 0.000
Volume 25,190 26,228 1,038 4.1% 114,220
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.303 80.002 78.598
R3 79.543 79.242 78.389
R2 78.783 78.783 78.319
R1 78.482 78.482 78.250 78.633
PP 78.023 78.023 78.023 78.099
S1 77.722 77.722 78.110 77.873
S2 77.263 77.263 78.041
S3 76.503 76.962 77.971
S4 75.743 76.202 77.762
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.293 81.707 78.989
R3 80.823 80.237 78.584
R2 79.353 79.353 78.450
R1 78.767 78.767 78.315 78.325
PP 77.883 77.883 77.883 77.663
S1 77.297 77.297 78.045 76.855
S2 76.413 76.413 77.911
S3 74.943 75.827 77.776
S4 73.473 74.357 77.372
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% 0.716 0.9% 80% False False 22,844
10 78.630 77.000 1.630 2.1% 0.661 0.8% 72% False False 22,948
20 81.635 77.000 4.635 5.9% 0.711 0.9% 25% False False 24,137
40 81.635 77.000 4.635 5.9% 0.700 0.9% 25% False False 20,504
60 81.935 77.000 4.935 6.3% 0.725 0.9% 24% False False 14,145
80 81.935 76.175 5.760 7.4% 0.736 0.9% 35% False False 10,628
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 0.156
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.555
2.618 80.315
1.618 79.555
1.000 79.085
0.618 78.795
HIGH 78.325
0.618 78.035
0.500 77.945
0.382 77.855
LOW 77.565
0.618 77.095
1.000 76.805
1.618 76.335
2.618 75.575
4.250 74.335
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 78.102 78.008
PP 78.023 77.835
S1 77.945 77.663

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

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