ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 76.510 76.350 -0.160 -0.2% 77.255
High 76.640 76.570 -0.070 -0.1% 77.435
Low 76.285 76.145 -0.140 -0.2% 76.285
Close 76.416 76.514 0.098 0.1% 76.416
Range 0.355 0.425 0.070 19.7% 1.150
ATR 0.586 0.574 -0.011 -2.0% 0.000
Volume 32,455 24,840 -7,615 -23.5% 133,821
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.685 77.524 76.748
R3 77.260 77.099 76.631
R2 76.835 76.835 76.592
R1 76.674 76.674 76.553 76.755
PP 76.410 76.410 76.410 76.450
S1 76.249 76.249 76.475 76.330
S2 75.985 75.985 76.436
S3 75.560 75.824 76.397
S4 75.135 75.399 76.280
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 77.210 76.145 1.065 1.4% 0.463 0.6% 35% False True 27,869
10 78.390 76.145 2.245 2.9% 0.515 0.7% 16% False True 21,868
20 78.980 76.145 2.835 3.7% 0.542 0.7% 13% False True 21,232
40 81.635 76.145 5.490 7.2% 0.626 0.8% 7% False True 22,685
60 81.635 76.145 5.490 7.2% 0.647 0.8% 7% False True 20,747
80 81.935 76.145 5.790 7.6% 0.679 0.9% 6% False True 15,917
100 81.935 76.145 5.790 7.6% 0.697 0.9% 6% False True 12,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.376
2.618 77.683
1.618 77.258
1.000 76.995
0.618 76.833
HIGH 76.570
0.618 76.408
0.500 76.358
0.382 76.307
LOW 76.145
0.618 75.882
1.000 75.720
1.618 75.457
2.618 75.032
4.250 74.339
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 76.462 76.513
PP 76.410 76.511
S1 76.358 76.510

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

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