ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 77.115 77.255 0.140 0.2% 77.880
High 77.460 77.435 -0.025 0.0% 78.390
Low 76.975 76.780 -0.195 -0.3% 76.975
Close 77.300 76.921 -0.379 -0.5% 77.300
Range 0.485 0.655 0.170 35.1% 1.415
ATR 0.623 0.625 0.002 0.4% 0.000
Volume 17,269 19,312 2,043 11.8% 60,027
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.010 78.621 77.281
R3 78.355 77.966 77.101
R2 77.700 77.700 77.041
R1 77.311 77.311 76.981 77.178
PP 77.045 77.045 77.045 76.979
S1 76.656 76.656 76.861 76.523
S2 76.390 76.390 76.801
S3 75.735 76.001 76.741
S4 75.080 75.346 76.561
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 76.780 1.610 2.1% 0.567 0.7% 9% False True 15,867
10 78.980 76.780 2.200 2.9% 0.567 0.7% 6% False True 18,145
20 78.980 76.780 2.200 2.9% 0.605 0.8% 6% False True 19,975
40 81.635 76.780 4.855 6.3% 0.659 0.9% 3% False True 21,867
60 81.635 76.780 4.855 6.3% 0.685 0.9% 3% False True 18,840
80 81.935 76.175 5.760 7.5% 0.701 0.9% 13% False False 14,182
100 81.935 76.175 5.760 7.5% 0.696 0.9% 13% False False 11,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.183
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.219
2.618 79.150
1.618 78.495
1.000 78.090
0.618 77.840
HIGH 77.435
0.618 77.185
0.500 77.108
0.382 77.030
LOW 76.780
0.618 76.375
1.000 76.125
1.618 75.720
2.618 75.065
4.250 73.996
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 77.108 77.150
PP 77.045 77.074
S1 76.983 76.997

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

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