ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 75.705 75.830 0.125 0.2% 76.810
High 75.805 76.190 0.385 0.5% 77.390
Low 75.505 75.670 0.165 0.2% 75.790
Close 75.673 76.046 0.373 0.5% 75.971
Range 0.300 0.520 0.220 73.3% 1.600
ATR 0.566 0.562 -0.003 -0.6% 0.000
Volume 21,642 25,032 3,390 15.7% 144,799
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.529 77.307 76.332
R3 77.009 76.787 76.189
R2 76.489 76.489 76.141
R1 76.267 76.267 76.094 76.378
PP 75.969 75.969 75.969 76.024
S1 75.747 75.747 75.998 75.858
S2 75.449 75.449 75.951
S3 74.929 75.227 75.903
S4 74.409 74.707 75.760
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 76.980 75.505 1.475 1.9% 0.608 0.8% 37% False False 24,365
10 77.675 75.505 2.170 2.9% 0.640 0.8% 25% False False 26,976
20 77.790 75.505 2.285 3.0% 0.560 0.7% 24% False False 15,746
40 79.295 75.505 3.790 5.0% 0.532 0.7% 14% False False 7,951
60 81.985 75.505 6.480 8.5% 0.543 0.7% 8% False False 5,357
80 82.000 75.505 6.495 8.5% 0.466 0.6% 8% False False 4,029
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 0.162
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.400
2.618 77.551
1.618 77.031
1.000 76.710
0.618 76.511
HIGH 76.190
0.618 75.991
0.500 75.930
0.382 75.869
LOW 75.670
0.618 75.349
1.000 75.150
1.618 74.829
2.618 74.309
4.250 73.460
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 76.007 75.980
PP 75.969 75.914
S1 75.930 75.848

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

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