ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 76.520 76.900 0.380 0.5% 77.255
High 76.995 76.975 -0.020 0.0% 77.435
Low 76.425 76.540 0.115 0.2% 76.285
Close 76.800 76.719 -0.081 -0.1% 76.416
Range 0.570 0.435 -0.135 -23.7% 1.150
ATR 0.574 0.564 -0.010 -1.7% 0.000
Volume 27,335 34,972 7,637 27.9% 133,821
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.050 77.819 76.958
R3 77.615 77.384 76.839
R2 77.180 77.180 76.799
R1 76.949 76.949 76.759 76.847
PP 76.745 76.745 76.745 76.694
S1 76.514 76.514 76.679 76.412
S2 76.310 76.310 76.639
S3 75.875 76.079 76.599
S4 75.440 75.644 76.480
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 76.995 76.145 0.850 1.1% 0.457 0.6% 68% False False 29,913
10 77.520 76.145 1.375 1.8% 0.495 0.6% 42% False False 25,674
20 78.980 76.145 2.835 3.7% 0.543 0.7% 20% False False 22,547
40 81.450 76.145 5.305 6.9% 0.627 0.8% 11% False False 23,040
60 81.635 76.145 5.490 7.2% 0.643 0.8% 10% False False 21,119
80 81.935 76.145 5.790 7.5% 0.673 0.9% 10% False False 16,693
100 81.935 76.145 5.790 7.5% 0.691 0.9% 10% False False 13,372
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.145
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.824
2.618 78.114
1.618 77.679
1.000 77.410
0.618 77.244
HIGH 76.975
0.618 76.809
0.500 76.758
0.382 76.706
LOW 76.540
0.618 76.271
1.000 76.105
1.618 75.836
2.618 75.401
4.250 74.691
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 76.758 76.669
PP 76.745 76.620
S1 76.732 76.570

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

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