ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 78.280 78.035 -0.245 -0.3% 78.495
High 78.410 78.295 -0.115 -0.1% 78.980
Low 77.990 77.570 -0.420 -0.5% 77.570
Close 78.065 77.720 -0.345 -0.4% 77.720
Range 0.420 0.725 0.305 72.6% 1.410
ATR 0.636 0.642 0.006 1.0% 0.000
Volume 23,410 22,965 -445 -1.9% 102,119
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.037 79.603 78.119
R3 79.312 78.878 77.919
R2 78.587 78.587 77.853
R1 78.153 78.153 77.786 78.008
PP 77.862 77.862 77.862 77.789
S1 77.428 77.428 77.654 77.283
S2 77.137 77.137 77.587
S3 76.412 76.703 77.521
S4 75.687 75.978 77.321
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.320 81.430 78.496
R3 80.910 80.020 78.108
R2 79.500 79.500 77.979
R1 78.610 78.610 77.849 78.350
PP 78.090 78.090 78.090 77.960
S1 77.200 77.200 77.591 76.940
S2 76.680 76.680 77.462
S3 75.270 75.790 77.332
S4 73.860 74.380 76.945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.980 77.570 1.410 1.8% 0.567 0.7% 11% False True 20,423
10 78.980 77.570 1.410 1.8% 0.569 0.7% 11% False True 20,595
20 78.980 77.000 1.980 2.5% 0.615 0.8% 36% False False 21,771
40 81.635 77.000 4.635 6.0% 0.660 0.8% 16% False False 21,087
60 81.935 77.000 4.935 6.3% 0.699 0.9% 15% False False 17,545
80 81.935 76.175 5.760 7.4% 0.712 0.9% 27% False False 13,198
100 81.935 76.175 5.760 7.4% 0.694 0.9% 27% False False 10,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.144
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.376
2.618 80.193
1.618 79.468
1.000 79.020
0.618 78.743
HIGH 78.295
0.618 78.018
0.500 77.933
0.382 77.847
LOW 77.570
0.618 77.122
1.000 76.845
1.618 76.397
2.618 75.672
4.250 74.489
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 77.933 78.220
PP 77.862 78.053
S1 77.791 77.887

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

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