ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 81.385 80.585 -0.800 -1.0% 80.025
High 81.480 80.670 -0.810 -1.0% 81.750
Low 80.610 79.660 -0.950 -1.2% 79.640
Close 80.630 79.796 -0.834 -1.0% 81.701
Range 0.870 1.010 0.140 16.1% 2.110
ATR 0.472 0.510 0.038 8.2% 0.000
Volume 68 152 84 123.5% 2,114
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.072 82.444 80.352
R3 82.062 81.434 80.074
R2 81.052 81.052 79.981
R1 80.424 80.424 79.889 80.233
PP 80.042 80.042 80.042 79.947
S1 79.414 79.414 79.703 79.223
S2 79.032 79.032 79.611
S3 78.022 78.404 79.518
S4 77.012 77.394 79.241
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 87.360 86.641 82.862
R3 85.250 84.531 82.281
R2 83.140 83.140 82.088
R1 82.421 82.421 81.894 82.781
PP 81.030 81.030 81.030 81.210
S1 80.311 80.311 81.508 80.671
S2 78.920 78.920 81.314
S3 76.810 78.201 81.121
S4 74.700 76.091 80.541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.985 79.660 2.325 2.9% 0.603 0.8% 6% False True 310
10 81.985 79.525 2.460 3.1% 0.584 0.7% 11% False False 266
20 81.985 79.525 2.460 3.1% 0.421 0.5% 11% False False 139
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 0.094
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 84.963
2.618 83.314
1.618 82.304
1.000 81.680
0.618 81.294
HIGH 80.670
0.618 80.284
0.500 80.165
0.382 80.046
LOW 79.660
0.618 79.036
1.000 78.650
1.618 78.026
2.618 77.016
4.250 75.368
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 80.165 80.710
PP 80.042 80.405
S1 79.919 80.101

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

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