ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 19-Jan-2011

Day Change Summary
	Previous	Current
	18-Jan-2011	19-Jan-2011	Change	Change %	Previous Week
Open	80.085	79.470	-0.615	-0.8%	81.845
High	80.085	79.470	-0.615	-0.8%	81.985
Low	79.215	78.875	-0.340	-0.4%	79.415
Close	79.535	79.181	-0.354	-0.4%	79.756
Range	0.870	0.595	-0.275	-31.6%	2.570
ATR	0.526	0.536	0.010	1.8%	0.000
Volume	51	136	85	166.7%	645

Daily Pivots for day following 19-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.960	80.666	79.508
R3	80.365	80.071	79.345
R2	79.770	79.770	79.290
R1	79.476	79.476	79.236	79.326
PP	79.175	79.175	79.175	79.100
S1	78.881	78.881	79.126	78.731
S2	78.580	78.580	79.072
S3	77.985	78.286	79.017
S4	77.390	77.691	78.854

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	88.095	86.496	81.170
R3	85.525	83.926	80.463
R2	82.955	82.955	80.227
R1	81.356	81.356	79.992	80.871
PP	80.385	80.385	80.385	80.143
S1	78.786	78.786	79.520	78.301
S2	77.815	77.815	79.285
S3	75.245	76.216	79.049
S4	72.675	73.646	78.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.670	78.875	1.795	2.3%	0.671	0.8%	17%	False	True	111
10	81.985	78.875	3.110	3.9%	0.603	0.8%	10%	False	True	272
20	81.985	78.875	3.110	3.9%	0.477	0.6%	10%	False	True	157

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	0.082
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.999
2.618	81.028
1.618	80.433
1.000	80.065
0.618	79.838
HIGH	79.470
0.618	79.243
0.500	79.173
0.382	79.102
LOW	78.875
0.618	78.507
1.000	78.280
1.618	77.912
2.618	77.317
4.250	76.346

Fisher Pivots for day following 19-Jan-2011
Pivot	1 day	3 day
R1	79.178	79.480
PP	79.175	79.380
S1	79.173	79.281

Download as Excel Spreadsheet

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

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