ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
21-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 77.985 78.220 0.235 0.3% 78.930
High 78.200 78.655 0.455 0.6% 79.295
Low 77.950 77.985 0.035 0.0% 77.900
Close 78.085 78.143 0.058 0.1% 78.040
Range 0.250 0.670 0.420 168.0% 1.395
ATR 0.510 0.521 0.011 2.2% 0.000
Volume 179 145 -34 -19.0% 784
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.271 79.877 78.512
R3 79.601 79.207 78.327
R2 78.931 78.931 78.266
R1 78.537 78.537 78.204 78.399
PP 78.261 78.261 78.261 78.192
S1 77.867 77.867 78.082 77.729
S2 77.591 77.591 78.020
S3 76.921 77.197 77.959
S4 76.251 76.527 77.775
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.597 81.713 78.807
R3 81.202 80.318 78.424
R2 79.807 79.807 78.296
R1 78.923 78.923 78.168 78.668
PP 78.412 78.412 78.412 78.284
S1 77.528 77.528 77.912 77.273
S2 77.017 77.017 77.784
S3 75.622 76.133 77.656
S4 74.227 74.738 77.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.125 77.900 1.225 1.6% 0.512 0.7% 20% False False 179
10 79.295 77.900 1.395 1.8% 0.501 0.6% 17% False False 140
20 79.295 77.375 1.920 2.5% 0.502 0.6% 40% False False 108
40 81.985 77.375 4.610 5.9% 0.527 0.7% 17% False False 139
60 82.150 77.375 4.775 6.1% 0.428 0.5% 16% False False 107
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.136
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.503
2.618 80.409
1.618 79.739
1.000 79.325
0.618 79.069
HIGH 78.655
0.618 78.399
0.500 78.320
0.382 78.241
LOW 77.985
0.618 77.571
1.000 77.315
1.618 76.901
2.618 76.231
4.250 75.138
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 78.320 78.278
PP 78.261 78.233
S1 78.202 78.188

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

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