ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 77.280 77.115 -0.165 -0.2% 77.880
High 77.520 77.460 -0.060 -0.1% 78.390
Low 77.030 76.975 -0.055 -0.1% 76.975
Close 77.096 77.300 0.204 0.3% 77.300
Range 0.490 0.485 -0.005 -1.0% 1.415
ATR 0.634 0.623 -0.011 -1.7% 0.000
Volume 18,508 17,269 -1,239 -6.7% 60,027
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 78.700 78.485 77.567
R3 78.215 78.000 77.433
R2 77.730 77.730 77.389
R1 77.515 77.515 77.344 77.623
PP 77.245 77.245 77.245 77.299
S1 77.030 77.030 77.256 77.138
S2 76.760 76.760 77.211
S3 76.275 76.545 77.167
S4 75.790 76.060 77.033
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.800 80.965 78.078
R3 80.385 79.550 77.689
R2 78.970 78.970 77.559
R1 78.135 78.135 77.430 77.845
PP 77.555 77.555 77.555 77.410
S1 76.720 76.720 77.170 76.430
S2 76.140 76.140 77.041
S3 74.725 75.305 76.911
S4 73.310 73.890 76.522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.390 76.975 1.415 1.8% 0.581 0.8% 23% False True 16,598
10 78.980 76.975 2.005 2.6% 0.560 0.7% 16% False True 18,528
20 78.980 76.975 2.005 2.6% 0.609 0.8% 16% False True 20,284
40 81.635 76.975 4.660 6.0% 0.650 0.8% 7% False True 21,704
60 81.820 76.975 4.845 6.3% 0.689 0.9% 7% False True 18,528
80 81.935 76.175 5.760 7.5% 0.706 0.9% 20% False False 13,944
100 81.935 76.175 5.760 7.5% 0.695 0.9% 20% False False 11,166
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.167
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.521
2.618 78.730
1.618 78.245
1.000 77.945
0.618 77.760
HIGH 77.460
0.618 77.275
0.500 77.218
0.382 77.160
LOW 76.975
0.618 76.675
1.000 76.490
1.618 76.190
2.618 75.705
4.250 74.914
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 77.273 77.360
PP 77.245 77.340
S1 77.218 77.320

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

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