ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 77.010 76.780 -0.230 -0.3% 77.750
High 77.175 76.905 -0.270 -0.3% 77.760
Low 76.705 76.600 -0.105 -0.1% 76.600
Close 76.785 76.706 -0.079 -0.1% 76.706
Range 0.470 0.305 -0.165 -35.1% 1.160
ATR 0.516 0.501 -0.015 -2.9% 0.000
Volume 972 1,993 1,021 105.0% 4,353
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.652 77.484 76.874
R3 77.347 77.179 76.790
R2 77.042 77.042 76.762
R1 76.874 76.874 76.734 76.806
PP 76.737 76.737 76.737 76.703
S1 76.569 76.569 76.678 76.501
S2 76.432 76.432 76.650
S3 76.127 76.264 76.622
S4 75.822 75.959 76.538
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.502 79.764 77.344
R3 79.342 78.604 77.025
R2 78.182 78.182 76.919
R1 77.444 77.444 76.812 77.233
PP 77.022 77.022 77.022 76.917
S1 76.284 76.284 76.600 76.073
S2 75.862 75.862 76.493
S3 74.702 75.124 76.387
S4 73.542 73.964 76.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.760 76.600 1.160 1.5% 0.492 0.6% 9% False True 870
10 78.655 76.600 2.055 2.7% 0.466 0.6% 5% False True 618
20 79.295 76.600 2.695 3.5% 0.479 0.6% 4% False True 374
40 81.985 76.600 5.385 7.0% 0.531 0.7% 2% False True 230
60 81.985 76.600 5.385 7.0% 0.467 0.6% 2% False True 193
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.130
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 78.201
2.618 77.703
1.618 77.398
1.000 77.210
0.618 77.093
HIGH 76.905
0.618 76.788
0.500 76.753
0.382 76.717
LOW 76.600
0.618 76.412
1.000 76.295
1.618 76.107
2.618 75.802
4.250 75.304
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 76.753 77.063
PP 76.737 76.944
S1 76.722 76.825

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

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