ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 76.910 76.290 -0.620 -0.8% 76.810
High 76.980 76.765 -0.215 -0.3% 77.390
Low 76.150 75.790 -0.360 -0.5% 75.790
Close 76.340 75.971 -0.369 -0.5% 75.971
Range 0.830 0.975 0.145 17.5% 1.600
ATR 0.570 0.599 0.029 5.1% 0.000
Volume 29,144 25,155 -3,989 -13.7% 144,799
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.100 78.511 76.507
R3 78.125 77.536 76.239
R2 77.150 77.150 76.150
R1 76.561 76.561 76.060 76.368
PP 76.175 76.175 76.175 76.079
S1 75.586 75.586 75.882 75.393
S2 75.200 75.200 75.792
S3 74.225 74.611 75.703
S4 73.250 73.636 75.435
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 81.184 80.177 76.851
R3 79.584 78.577 76.411
R2 77.984 77.984 76.264
R1 76.977 76.977 76.118 76.681
PP 76.384 76.384 76.384 76.235
S1 75.377 75.377 75.824 75.081
S2 74.784 74.784 75.678
S3 73.184 73.777 75.531
S4 71.584 72.177 75.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.390 75.790 1.600 2.1% 0.736 1.0% 11% False True 28,959
10 77.675 75.790 1.885 2.5% 0.661 0.9% 10% False True 24,254
20 78.655 75.790 2.865 3.8% 0.563 0.7% 6% False True 12,436
40 79.295 75.790 3.505 4.6% 0.537 0.7% 5% False True 6,267
60 81.985 75.790 6.195 8.2% 0.534 0.7% 3% False True 4,233
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 0.157
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 80.909
2.618 79.318
1.618 78.343
1.000 77.740
0.618 77.368
HIGH 76.765
0.618 76.393
0.500 76.278
0.382 76.162
LOW 75.790
0.618 75.187
1.000 74.815
1.618 74.212
2.618 73.237
4.250 71.646
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 76.278 76.463
PP 76.175 76.299
S1 76.073 76.135

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

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