ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 78.495 78.630 0.135 0.2% 78.170
High 78.980 78.830 -0.150 -0.2% 78.795
Low 78.375 78.395 0.020 0.0% 77.580
Close 78.717 78.660 -0.057 -0.1% 78.565
Range 0.605 0.435 -0.170 -28.1% 1.215
ATR 0.669 0.652 -0.017 -2.5% 0.000
Volume 15,978 14,250 -1,728 -10.8% 103,838
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.933 79.732 78.899
R3 79.498 79.297 78.780
R2 79.063 79.063 78.740
R1 78.862 78.862 78.700 78.963
PP 78.628 78.628 78.628 78.679
S1 78.427 78.427 78.620 78.528
S2 78.193 78.193 78.580
S3 77.758 77.992 78.540
S4 77.323 77.557 78.421
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.958 81.477 79.233
R3 80.743 80.262 78.899
R2 79.528 79.528 78.788
R1 79.047 79.047 78.676 79.288
PP 78.313 78.313 78.313 78.434
S1 77.832 77.832 78.454 78.073
S2 77.098 77.098 78.342
S3 75.883 76.617 78.231
S4 74.668 75.402 77.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.980 77.580 1.400 1.8% 0.583 0.7% 77% False False 19,614
10 78.980 77.000 1.980 2.5% 0.595 0.8% 84% False False 20,148
20 79.340 77.000 2.340 3.0% 0.649 0.8% 71% False False 21,523
40 81.635 77.000 4.635 5.9% 0.653 0.8% 36% False False 20,334
60 81.935 77.000 4.935 6.3% 0.710 0.9% 34% False False 16,358
80 81.935 76.175 5.760 7.3% 0.708 0.9% 43% False False 12,300
100 81.935 76.175 5.760 7.3% 0.686 0.9% 43% False False 9,848
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.138
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 80.679
2.618 79.969
1.618 79.534
1.000 79.265
0.618 79.099
HIGH 78.830
0.618 78.664
0.500 78.613
0.382 78.561
LOW 78.395
0.618 78.126
1.000 77.960
1.618 77.691
2.618 77.256
4.250 76.546
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 78.644 78.638
PP 78.628 78.617
S1 78.613 78.595

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

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