ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 78.170 78.135 -0.035 0.0% 78.455
High 78.440 78.195 -0.245 -0.3% 78.470
Low 77.940 77.715 -0.225 -0.3% 77.000
Close 78.122 78.094 -0.028 0.0% 78.180
Range 0.500 0.480 -0.020 -4.0% 1.470
ATR 0.700 0.684 -0.016 -2.2% 0.000
Volume 16,389 19,607 3,218 19.6% 114,220
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.441 79.248 78.358
R3 78.961 78.768 78.226
R2 78.481 78.481 78.182
R1 78.288 78.288 78.138 78.145
PP 78.001 78.001 78.001 77.930
S1 77.808 77.808 78.050 77.665
S2 77.521 77.521 78.006
S3 77.041 77.328 77.962
S4 76.561 76.848 77.830
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 78.440 77.000 1.440 1.8% 0.606 0.8% 76% False False 20,683
10 78.470 77.000 1.470 1.9% 0.628 0.8% 74% False False 21,881
20 81.450 77.000 4.450 5.7% 0.710 0.9% 25% False False 23,534
40 81.635 77.000 4.635 5.9% 0.693 0.9% 24% False False 20,404
60 81.935 77.000 4.935 6.3% 0.716 0.9% 22% False False 14,741
80 81.935 76.175 5.760 7.4% 0.728 0.9% 33% False False 11,078
Crabel Price Patterns
NR True
NR4 True
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 0.133
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.235
2.618 79.452
1.618 78.972
1.000 78.675
0.618 78.492
HIGH 78.195
0.618 78.012
0.500 77.955
0.382 77.898
LOW 77.715
0.618 77.418
1.000 77.235
1.618 76.938
2.618 76.458
4.250 75.675
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 78.048 78.064
PP 78.001 78.033
S1 77.955 78.003

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

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