ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 81.420 81.300 -0.120 -0.1% 81.320
High 81.505 81.300 -0.205 -0.3% 81.505
Low 81.210 80.970 -0.240 -0.3% 81.100
Close 81.242 81.094 -0.148 -0.2% 81.242
Range 0.295 0.330 0.035 11.9% 0.405
ATR 0.373 0.370 -0.003 -0.8% 0.000
Volume 1 6 5 500.0% 37
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.111 81.933 81.276
R3 81.781 81.603 81.185
R2 81.451 81.451 81.155
R1 81.273 81.273 81.124 81.197
PP 81.121 81.121 81.121 81.084
S1 80.943 80.943 81.064 80.867
S2 80.791 80.791 81.034
S3 80.461 80.613 81.003
S4 80.131 80.283 80.913
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.497 82.275 81.465
R3 82.092 81.870 81.353
R2 81.687 81.687 81.316
R1 81.465 81.465 81.279 81.374
PP 81.282 81.282 81.282 81.237
S1 81.060 81.060 81.205 80.969
S2 80.877 80.877 81.168
S3 80.472 80.655 81.131
S4 80.067 80.250 81.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.505 80.970 0.535 0.7% 0.200 0.2% 23% False True 8
10 81.505 79.790 1.715 2.1% 0.290 0.4% 76% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.703
2.618 82.164
1.618 81.834
1.000 81.630
0.618 81.504
HIGH 81.300
0.618 81.174
0.500 81.135
0.382 81.096
LOW 80.970
0.618 80.766
1.000 80.640
1.618 80.436
2.618 80.106
4.250 79.568
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 81.135 81.238
PP 81.121 81.190
S1 81.108 81.142

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

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