ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 76.710 76.510 -0.200 -0.3% 77.255
High 76.875 76.640 -0.235 -0.3% 77.435
Low 76.375 76.285 -0.090 -0.1% 76.285
Close 76.495 76.416 -0.079 -0.1% 76.416
Range 0.500 0.355 -0.145 -29.0% 1.150
ATR 0.603 0.586 -0.018 -2.9% 0.000
Volume 29,963 32,455 2,492 8.3% 133,821
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.512 77.319 76.611
R3 77.157 76.964 76.514
R2 76.802 76.802 76.481
R1 76.609 76.609 76.449 76.528
PP 76.447 76.447 76.447 76.407
S1 76.254 76.254 76.383 76.173
S2 76.092 76.092 76.351
S3 75.737 75.899 76.318
S4 75.382 75.544 76.221
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.162 79.439 77.049
R3 79.012 78.289 76.732
R2 77.862 77.862 76.627
R1 77.139 77.139 76.521 76.926
PP 76.712 76.712 76.712 76.605
S1 75.989 75.989 76.311 75.776
S2 75.562 75.562 76.205
S3 74.412 74.839 76.100
S4 73.262 73.689 75.784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.435 76.285 1.150 1.5% 0.509 0.7% 11% False True 26,764
10 78.390 76.285 2.105 2.8% 0.545 0.7% 6% False True 21,681
20 78.980 76.285 2.695 3.5% 0.559 0.7% 5% False True 21,301
40 81.635 76.285 5.350 7.0% 0.635 0.8% 2% False True 22,848
60 81.635 76.285 5.350 7.0% 0.649 0.8% 2% False True 20,583
80 81.935 76.285 5.650 7.4% 0.681 0.9% 2% False True 15,608
100 81.935 76.175 5.760 7.5% 0.694 0.9% 4% False False 12,501
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 0.162
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 78.149
2.618 77.569
1.618 77.214
1.000 76.995
0.618 76.859
HIGH 76.640
0.618 76.504
0.500 76.463
0.382 76.421
LOW 76.285
0.618 76.066
1.000 75.930
1.618 75.711
2.618 75.356
4.250 74.776
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 76.463 76.748
PP 76.447 76.637
S1 76.432 76.527

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

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