ICE US Dollar Index Future March 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	77.175	76.550	-0.625	-0.8%	76.350
High	77.550	76.725	-0.825	-1.1%	77.550
Low	76.660	76.270	-0.390	-0.5%	76.145
Close	76.770	76.462	-0.308	-0.4%	76.770
Range	0.890	0.455	-0.435	-48.9%	1.405
ATR	0.596	0.589	-0.007	-1.1%	0.000
Volume	14,943	1,632	-13,311	-89.1%	138,124

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.851	77.611	76.712
R3	77.396	77.156	76.587
R2	76.941	76.941	76.545
R1	76.701	76.701	76.504	76.594
PP	76.486	76.486	76.486	76.432
S1	76.246	76.246	76.420	76.139
S2	76.031	76.031	76.379
S3	75.576	75.791	76.337
S4	75.121	75.336	76.212

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	76.270	1.280	1.7%	0.609	0.8%	15%	False	True	22,983
10	77.550	76.145	1.405	1.8%	0.536	0.7%	23%	False	False	25,426
20	78.980	76.145	2.835	3.7%	0.552	0.7%	11%	False	False	21,786
40	79.665	76.145	3.520	4.6%	0.613	0.8%	9%	False	False	22,287
60	81.635	76.145	5.490	7.2%	0.630	0.8%	6%	False	False	20,939
80	81.935	76.145	5.790	7.6%	0.670	0.9%	5%	False	False	17,343
100	81.935	76.145	5.790	7.6%	0.683	0.9%	5%	False	False	13,895
120	81.935	76.145	5.790	7.6%	0.662	0.9%	5%	False	False	11,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.146
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.659
2.618	77.916
1.618	77.461
1.000	77.180
0.618	77.006
HIGH	76.725
0.618	76.551
0.500	76.498
0.382	76.444
LOW	76.270
0.618	75.989
1.000	75.815
1.618	75.534
2.618	75.079
4.250	74.336

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	76.498	76.910
PP	76.486	76.761
S1	76.474	76.611

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols