ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 75.870 75.705 -0.165 -0.2% 76.810
High 76.005 75.805 -0.200 -0.3% 77.390
Low 75.590 75.505 -0.085 -0.1% 75.790
Close 75.655 75.673 0.018 0.0% 75.971
Range 0.415 0.300 -0.115 -27.7% 1.600
ATR 0.586 0.566 -0.020 -3.5% 0.000
Volume 20,854 21,642 788 3.8% 144,799
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 76.561 76.417 75.838
R3 76.261 76.117 75.756
R2 75.961 75.961 75.728
R1 75.817 75.817 75.701 75.739
PP 75.661 75.661 75.661 75.622
S1 75.517 75.517 75.646 75.439
S2 75.361 75.361 75.618
S3 75.061 75.217 75.591
S4 74.761 74.917 75.508
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 77.135 75.505 1.630 2.2% 0.604 0.8% 10% False True 27,023
10 77.675 75.505 2.170 2.9% 0.631 0.8% 8% False True 26,533
20 78.040 75.505 2.535 3.3% 0.553 0.7% 7% False True 14,544
40 79.295 75.505 3.790 5.0% 0.528 0.7% 4% False True 7,326
60 81.985 75.505 6.480 8.6% 0.536 0.7% 3% False True 4,941
80 82.150 75.505 6.645 8.8% 0.459 0.6% 3% False True 3,717
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.150
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 77.080
2.618 76.590
1.618 76.290
1.000 76.105
0.618 75.990
HIGH 75.805
0.618 75.690
0.500 75.655
0.382 75.620
LOW 75.505
0.618 75.320
1.000 75.205
1.618 75.020
2.618 74.720
4.250 74.230
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 75.667 76.135
PP 75.661 75.981
S1 75.655 75.827

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

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