ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 76.110 75.940 -0.170 -0.2% 75.870
High 76.305 76.560 0.255 0.3% 76.560
Low 75.700 75.840 0.140 0.2% 75.505
Close 75.905 76.485 0.580 0.8% 76.485
Range 0.605 0.720 0.115 19.0% 1.055
ATR 0.565 0.577 0.011 2.0% 0.000
Volume 32,278 28,296 -3,982 -12.3% 128,102
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.455 78.190 76.881
R3 77.735 77.470 76.683
R2 77.015 77.015 76.617
R1 76.750 76.750 76.551 76.883
PP 76.295 76.295 76.295 76.361
S1 76.030 76.030 76.419 76.163
S2 75.575 75.575 76.353
S3 74.855 75.310 76.287
S4 74.135 74.590 76.089
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.348 78.972 77.065
R3 78.293 77.917 76.775
R2 77.238 77.238 76.678
R1 76.862 76.862 76.582 77.050
PP 76.183 76.183 76.183 76.278
S1 75.807 75.807 76.388 75.995
S2 75.128 75.128 76.292
S3 74.073 74.752 76.195
S4 73.018 73.697 75.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.560 75.505 1.055 1.4% 0.512 0.7% 93% True False 25,620
10 77.390 75.505 1.885 2.5% 0.624 0.8% 52% False False 27,290
20 77.760 75.505 2.255 2.9% 0.581 0.8% 43% False False 18,750
40 79.295 75.505 3.790 5.0% 0.543 0.7% 26% False False 9,464
60 81.985 75.505 6.480 8.5% 0.548 0.7% 15% False False 6,366
80 81.985 75.505 6.480 8.5% 0.477 0.6% 15% False False 4,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.164
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.620
2.618 78.445
1.618 77.725
1.000 77.280
0.618 77.005
HIGH 76.560
0.618 76.285
0.500 76.200
0.382 76.115
LOW 75.840
0.618 75.395
1.000 75.120
1.618 74.675
2.618 73.955
4.250 72.780
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 76.390 76.362
PP 76.295 76.238
S1 76.200 76.115

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

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