ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 76.680 77.175 0.495 0.6% 76.350
High 77.355 77.550 0.195 0.3% 77.550
Low 76.660 76.660 0.000 0.0% 76.145
Close 77.274 76.770 -0.504 -0.7% 76.770
Range 0.695 0.890 0.195 28.1% 1.405
ATR 0.573 0.596 0.023 3.9% 0.000
Volume 36,034 14,943 -21,091 -58.5% 138,124
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.663 79.107 77.260
R3 78.773 78.217 77.015
R2 77.883 77.883 76.933
R1 77.327 77.327 76.852 77.160
PP 76.993 76.993 76.993 76.910
S1 76.437 76.437 76.688 76.270
S2 76.103 76.103 76.607
S3 75.213 75.547 76.525
S4 74.323 74.657 76.281
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 81.037 80.308 77.543
R3 79.632 78.903 77.156
R2 78.227 78.227 77.028
R1 77.498 77.498 76.899 77.863
PP 76.822 76.822 76.822 77.004
S1 76.093 76.093 76.641 76.458
S2 75.417 75.417 76.512
S3 74.012 74.688 76.384
S4 72.607 73.283 75.997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.550 76.145 1.405 1.8% 0.603 0.8% 44% True False 27,624
10 77.550 76.145 1.405 1.8% 0.556 0.7% 44% True False 27,194
20 78.980 76.145 2.835 3.7% 0.558 0.7% 22% False False 22,861
40 80.445 76.145 4.300 5.6% 0.632 0.8% 15% False False 23,075
60 81.635 76.145 5.490 7.2% 0.637 0.8% 11% False False 21,271
80 81.935 76.145 5.790 7.5% 0.671 0.9% 11% False False 17,326
100 81.935 76.145 5.790 7.5% 0.687 0.9% 11% False False 13,880
120 81.935 76.145 5.790 7.5% 0.663 0.9% 11% False False 11,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.147
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 81.333
2.618 79.880
1.618 78.990
1.000 78.440
0.618 78.100
HIGH 77.550
0.618 77.210
0.500 77.105
0.382 77.000
LOW 76.660
0.618 76.110
1.000 75.770
1.618 75.220
2.618 74.330
4.250 72.878
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 77.105 77.045
PP 76.993 76.953
S1 76.882 76.862

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

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