ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 78.590 78.280 -0.310 -0.4% 78.170
High 78.870 78.410 -0.460 -0.6% 78.795
Low 78.220 77.990 -0.230 -0.3% 77.580
Close 78.277 78.065 -0.212 -0.3% 78.565
Range 0.650 0.420 -0.230 -35.4% 1.215
ATR 0.652 0.636 -0.017 -2.5% 0.000
Volume 25,516 23,410 -2,106 -8.3% 103,838
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.415 79.160 78.296
R3 78.995 78.740 78.181
R2 78.575 78.575 78.142
R1 78.320 78.320 78.104 78.238
PP 78.155 78.155 78.155 78.114
S1 77.900 77.900 78.027 77.818
S2 77.735 77.735 77.988
S3 77.315 77.480 77.950
S4 76.895 77.060 77.834
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 77.990 0.990 1.3% 0.539 0.7% 8% False True 20,459
10 78.980 77.565 1.415 1.8% 0.573 0.7% 35% False False 20,922
20 79.095 77.000 2.095 2.7% 0.633 0.8% 51% False False 21,629
40 81.635 77.000 4.635 5.9% 0.654 0.8% 23% False False 20,805
60 81.935 77.000 4.935 6.3% 0.697 0.9% 22% False False 17,168
80 81.935 76.175 5.760 7.4% 0.711 0.9% 33% False False 12,911
100 81.935 76.175 5.760 7.4% 0.689 0.9% 33% False False 10,337
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 26 trading days
Fibonacci Retracements and Extensions
4.250 80.195
2.618 79.510
1.618 79.090
1.000 78.830
0.618 78.670
HIGH 78.410
0.618 78.250
0.500 78.200
0.382 78.150
LOW 77.990
0.618 77.730
1.000 77.570
1.618 77.310
2.618 76.890
4.250 76.205
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 78.200 78.430
PP 78.155 78.308
S1 78.110 78.187

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

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