ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 20-Dec-2010
Day Change Summary
Previous Current
17-Dec-2010 20-Dec-2010 Change Change % Previous Week
Open 80.375 81.320 0.945 1.2% 80.435
High 81.240 81.505 0.265 0.3% 81.240
Low 80.375 81.185 0.810 1.0% 79.790
Close 81.152 81.397 0.245 0.3% 81.152
Range 0.865 0.320 -0.545 -63.0% 1.450
ATR 0.403 0.399 -0.004 -0.9% 0.000
Volume 1 8 7 700.0% 127
Daily Pivots for day following 20-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.322 82.180 81.573
R3 82.002 81.860 81.485
R2 81.682 81.682 81.456
R1 81.540 81.540 81.426 81.611
PP 81.362 81.362 81.362 81.398
S1 81.220 81.220 81.368 81.291
S2 81.042 81.042 81.338
S3 80.722 80.900 81.309
S4 80.402 80.580 81.221
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.077 84.565 81.950
R3 83.627 83.115 81.551
R2 82.177 82.177 81.418
R1 81.665 81.665 81.285 81.921
PP 80.727 80.727 80.727 80.856
S1 80.215 80.215 81.019 80.471
S2 79.277 79.277 80.886
S3 77.827 78.765 80.753
S4 76.377 77.315 80.355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.505 79.790 1.715 2.1% 0.312 0.4% 94% True False 15
10 81.505 79.790 1.715 2.1% 0.234 0.3% 94% True False 83
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 0.044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.865
2.618 82.343
1.618 82.023
1.000 81.825
0.618 81.703
HIGH 81.505
0.618 81.383
0.500 81.345
0.382 81.307
LOW 81.185
0.618 80.987
1.000 80.865
1.618 80.667
2.618 80.347
4.250 79.825
Fisher Pivots for day following 20-Dec-2010
Pivot 1 day 3 day
R1 81.380 81.245
PP 81.362 81.092
S1 81.345 80.940

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

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