ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 77.950 77.555 -0.395 -0.5% 78.930
High 78.040 77.790 -0.250 -0.3% 79.295
Low 77.650 77.360 -0.290 -0.4% 77.900
Close 77.754 77.416 -0.338 -0.4% 78.040
Range 0.390 0.430 0.040 10.3% 1.395
ATR 0.519 0.513 -0.006 -1.2% 0.000
Volume 1,001 260 -741 -74.0% 784
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 78.812 78.544 77.653
R3 78.382 78.114 77.534
R2 77.952 77.952 77.495
R1 77.684 77.684 77.455 77.603
PP 77.522 77.522 77.522 77.482
S1 77.254 77.254 77.377 77.173
S2 77.092 77.092 77.337
S3 76.662 76.824 77.298
S4 76.232 76.394 77.180
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.597 81.713 78.807
R3 81.202 80.318 78.424
R2 79.807 79.807 78.296
R1 78.923 78.923 78.168 78.668
PP 78.412 78.412 78.412 78.284
S1 77.528 77.528 77.912 77.273
S2 77.017 77.017 77.784
S3 75.622 76.133 77.656
S4 74.227 74.738 77.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.655 77.360 1.295 1.7% 0.483 0.6% 4% False True 367
10 79.295 77.360 1.935 2.5% 0.472 0.6% 3% False True 251
20 79.295 77.360 1.935 2.5% 0.510 0.7% 3% False True 168
40 81.985 77.360 4.625 6.0% 0.536 0.7% 1% False True 169
60 81.985 77.360 4.625 6.0% 0.442 0.6% 1% False True 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.154
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.618
2.618 78.916
1.618 78.486
1.000 78.220
0.618 78.056
HIGH 77.790
0.618 77.626
0.500 77.575
0.382 77.524
LOW 77.360
0.618 77.094
1.000 76.930
1.618 76.664
2.618 76.234
4.250 75.533
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 77.575 78.008
PP 77.522 77.810
S1 77.469 77.613

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

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