ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 77.255 76.855 -0.400 -0.5% 77.880
High 77.435 77.130 -0.305 -0.4% 78.390
Low 76.780 76.765 -0.015 0.0% 76.975
Close 76.921 77.083 0.162 0.2% 77.300
Range 0.655 0.365 -0.290 -44.3% 1.415
ATR 0.625 0.607 -0.019 -3.0% 0.000
Volume 19,312 19,643 331 1.7% 60,027
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.088 77.950 77.284
R3 77.723 77.585 77.183
R2 77.358 77.358 77.150
R1 77.220 77.220 77.116 77.289
PP 76.993 76.993 76.993 77.027
S1 76.855 76.855 77.050 76.924
S2 76.628 76.628 77.016
S3 76.263 76.490 76.983
S4 75.898 76.125 76.882
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 77.745 76.765 0.980 1.3% 0.489 0.6% 32% False True 19,796
10 78.870 76.765 2.105 2.7% 0.543 0.7% 15% False True 18,512
20 78.980 76.765 2.215 2.9% 0.583 0.8% 14% False True 19,797
40 81.635 76.765 4.870 6.3% 0.649 0.8% 7% False True 22,061
60 81.635 76.765 4.870 6.3% 0.675 0.9% 7% False True 19,156
80 81.935 76.330 5.605 7.3% 0.695 0.9% 13% False False 14,425
100 81.935 76.175 5.760 7.5% 0.694 0.9% 16% False False 11,555
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.180
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 78.681
2.618 78.086
1.618 77.721
1.000 77.495
0.618 77.356
HIGH 77.130
0.618 76.991
0.500 76.948
0.382 76.904
LOW 76.765
0.618 76.539
1.000 76.400
1.618 76.174
2.618 75.809
4.250 75.214
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 77.038 77.113
PP 76.993 77.103
S1 76.948 77.093

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

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