ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 76.350 76.520 0.170 0.2% 77.255
High 76.570 76.995 0.425 0.6% 77.435
Low 76.145 76.425 0.280 0.4% 76.285
Close 76.514 76.800 0.286 0.4% 76.416
Range 0.425 0.570 0.145 34.1% 1.150
ATR 0.574 0.574 0.000 -0.1% 0.000
Volume 24,840 27,335 2,495 10.0% 133,821
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.450 78.195 77.114
R3 77.880 77.625 76.957
R2 77.310 77.310 76.905
R1 77.055 77.055 76.852 77.183
PP 76.740 76.740 76.740 76.804
S1 76.485 76.485 76.748 76.613
S2 76.170 76.170 76.696
S3 75.600 75.915 76.643
S4 75.030 75.345 76.487
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% 0.504 0.7% 62% False False 29,408
10 77.745 76.145 1.600 2.1% 0.497 0.6% 41% False False 24,602
20 78.980 76.145 2.835 3.7% 0.546 0.7% 23% False False 21,779
40 81.635 76.145 5.490 7.1% 0.629 0.8% 12% False False 22,642
60 81.635 76.145 5.490 7.1% 0.644 0.8% 12% False False 20,851
80 81.935 76.145 5.790 7.5% 0.676 0.9% 11% False False 16,256
100 81.935 76.145 5.790 7.5% 0.695 0.9% 11% False False 13,022
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.141
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.418
2.618 78.487
1.618 77.917
1.000 77.565
0.618 77.347
HIGH 76.995
0.618 76.777
0.500 76.710
0.382 76.643
LOW 76.425
0.618 76.073
1.000 75.855
1.618 75.503
2.618 74.933
4.250 74.003
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 76.770 76.723
PP 76.740 76.647
S1 76.710 76.570

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

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