ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 75.265 75.215 -0.050 -0.1% 74.535
High 75.745 75.730 -0.015 0.0% 75.745
Low 75.150 75.130 -0.020 0.0% 74.535
Close 75.257 75.514 0.257 0.3% 75.514
Range 0.595 0.600 0.005 0.8% 1.210
ATR 0.657 0.653 -0.004 -0.6% 0.000
Volume 21,496 32,099 10,603 49.3% 90,758
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.258 76.986 75.844
R3 76.658 76.386 75.679
R2 76.058 76.058 75.624
R1 75.786 75.786 75.569 75.922
PP 75.458 75.458 75.458 75.526
S1 75.186 75.186 75.459 75.322
S2 74.858 74.858 75.404
S3 74.258 74.586 75.349
S4 73.658 73.986 75.184
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.895 78.414 76.180
R3 77.685 77.204 75.847
R2 76.475 76.475 75.736
R1 75.994 75.994 75.625 76.235
PP 75.265 75.265 75.265 75.385
S1 74.784 74.784 75.403 75.025
S2 74.055 74.055 75.292
S3 72.845 73.574 75.181
S4 71.635 72.364 74.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.745 74.505 1.240 1.6% 0.605 0.8% 81% False False 21,686
10 76.590 74.505 2.085 2.8% 0.633 0.8% 48% False False 27,120
20 76.590 74.440 2.150 2.8% 0.676 0.9% 50% False False 28,818
40 77.015 73.880 3.135 4.2% 0.627 0.8% 52% False False 16,438
60 77.015 73.325 3.690 4.9% 0.609 0.8% 59% False False 11,001
80 77.260 73.325 3.935 5.2% 0.539 0.7% 56% False False 8,255
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 0.158
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.280
2.618 77.301
1.618 76.701
1.000 76.330
0.618 76.101
HIGH 75.730
0.618 75.501
0.500 75.430
0.382 75.359
LOW 75.130
0.618 74.759
1.000 74.530
1.618 74.159
2.618 73.559
4.250 72.580
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 75.486 75.429
PP 75.458 75.343
S1 75.430 75.258

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

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