ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 75.830 76.110 0.280 0.4% 76.810
High 76.190 76.305 0.115 0.2% 77.390
Low 75.670 75.700 0.030 0.0% 75.790
Close 76.046 75.905 -0.141 -0.2% 75.971
Range 0.520 0.605 0.085 16.3% 1.600
ATR 0.562 0.565 0.003 0.5% 0.000
Volume 25,032 32,278 7,246 28.9% 144,799
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.785 77.450 76.238
R3 77.180 76.845 76.071
R2 76.575 76.575 76.016
R1 76.240 76.240 75.960 76.105
PP 75.970 75.970 75.970 75.903
S1 75.635 75.635 75.850 75.500
S2 75.365 75.365 75.794
S3 74.760 75.030 75.739
S4 74.155 74.425 75.572
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 76.765 75.505 1.260 1.7% 0.563 0.7% 32% False False 24,992
10 77.675 75.505 2.170 2.9% 0.627 0.8% 18% False False 27,364
20 77.760 75.505 2.255 3.0% 0.568 0.7% 18% False False 17,347
40 79.295 75.505 3.790 5.0% 0.539 0.7% 11% False False 8,757
60 81.985 75.505 6.480 8.5% 0.547 0.7% 6% False False 5,895
80 81.985 75.505 6.480 8.5% 0.473 0.6% 6% False False 4,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.176
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.876
2.618 77.889
1.618 77.284
1.000 76.910
0.618 76.679
HIGH 76.305
0.618 76.074
0.500 76.003
0.382 75.931
LOW 75.700
0.618 75.326
1.000 75.095
1.618 74.721
2.618 74.116
4.250 73.129
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 76.003 75.905
PP 75.970 75.905
S1 75.938 75.905

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

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