ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 76.740 76.910 0.170 0.2% 76.605
High 77.135 76.980 -0.155 -0.2% 77.675
Low 76.635 76.150 -0.485 -0.6% 76.405
Close 76.986 76.340 -0.646 -0.8% 77.055
Range 0.500 0.830 0.330 66.0% 1.270
ATR 0.550 0.570 0.020 3.7% 0.000
Volume 38,320 29,144 -9,176 -23.9% 97,746
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.980 78.490 76.797
R3 78.150 77.660 76.568
R2 77.320 77.320 76.492
R1 76.830 76.830 76.416 76.660
PP 76.490 76.490 76.490 76.405
S1 76.000 76.000 76.264 75.830
S2 75.660 75.660 76.188
S3 74.830 75.170 76.112
S4 74.000 74.340 75.884
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.855 80.225 77.754
R3 79.585 78.955 77.404
R2 78.315 78.315 77.288
R1 77.685 77.685 77.171 78.000
PP 77.045 77.045 77.045 77.203
S1 76.415 76.415 76.939 76.730
S2 75.775 75.775 76.822
S3 74.505 75.145 76.706
S4 73.235 73.875 76.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.675 76.150 1.525 2.0% 0.691 0.9% 12% False True 29,736
10 77.675 76.150 1.525 2.0% 0.594 0.8% 12% False True 21,938
20 78.655 76.150 2.505 3.3% 0.548 0.7% 8% False True 11,191
40 79.295 76.150 3.145 4.1% 0.528 0.7% 6% False True 5,639
60 81.985 76.150 5.835 7.6% 0.523 0.7% 3% False True 3,813
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 0.122
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 80.508
2.618 79.153
1.618 78.323
1.000 77.810
0.618 77.493
HIGH 76.980
0.618 76.663
0.500 76.565
0.382 76.467
LOW 76.150
0.618 75.637
1.000 75.320
1.618 74.807
2.618 73.977
4.250 72.623
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 76.565 76.770
PP 76.490 76.627
S1 76.415 76.483

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

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