ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 75.000 75.335 0.335 0.4% 76.350
High 75.410 75.370 -0.040 -0.1% 77.015
Low 74.820 74.680 -0.140 -0.2% 75.400
Close 75.196 74.790 -0.406 -0.5% 75.498
Range 0.590 0.690 0.100 16.9% 1.615
ATR 0.590 0.597 0.007 1.2% 0.000
Volume 440 795 355 80.7% 1,658
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 77.017 76.593 75.170
R3 76.327 75.903 74.980
R2 75.637 75.637 74.917
R1 75.213 75.213 74.853 75.080
PP 74.947 74.947 74.947 74.880
S1 74.523 74.523 74.727 74.390
S2 74.257 74.257 74.664
S3 73.567 73.833 74.600
S4 72.877 73.143 74.411
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.816 79.772 76.386
R3 79.201 78.157 75.942
R2 77.586 77.586 75.794
R1 76.542 76.542 75.646 76.257
PP 75.971 75.971 75.971 75.828
S1 74.927 74.927 75.350 74.642
S2 74.356 74.356 75.202
S3 72.741 73.312 75.054
S4 71.126 71.697 74.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.175 74.680 1.495 2.0% 0.515 0.7% 7% False True 459
10 77.015 74.680 2.335 3.1% 0.553 0.7% 5% False True 405
20 77.015 74.610 2.405 3.2% 0.624 0.8% 7% False False 336
40 77.015 73.325 3.690 4.9% 0.542 0.7% 40% False False 197
60 77.977 73.325 4.652 6.2% 0.451 0.6% 31% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.065
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.303
2.618 77.176
1.618 76.486
1.000 76.060
0.618 75.796
HIGH 75.370
0.618 75.106
0.500 75.025
0.382 74.944
LOW 74.680
0.618 74.254
1.000 73.990
1.618 73.564
2.618 72.874
4.250 71.748
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 75.025 75.045
PP 74.947 74.960
S1 74.868 74.875

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

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