ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 76.520 76.490 -0.030 0.0% 75.870
High 76.695 76.700 0.005 0.0% 76.560
Low 76.295 76.170 -0.125 -0.2% 75.505
Close 76.376 76.502 0.126 0.2% 76.485
Range 0.400 0.530 0.130 32.5% 1.055
ATR 0.564 0.561 -0.002 -0.4% 0.000
Volume 17,364 20,765 3,401 19.6% 128,102
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.047 77.805 76.794
R3 77.517 77.275 76.648
R2 76.987 76.987 76.599
R1 76.745 76.745 76.551 76.866
PP 76.457 76.457 76.457 76.518
S1 76.215 76.215 76.453 76.336
S2 75.927 75.927 76.405
S3 75.397 75.685 76.356
S4 74.867 75.155 76.211
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 76.700 75.670 1.030 1.3% 0.555 0.7% 81% True False 24,747
10 77.135 75.505 1.630 2.1% 0.580 0.8% 61% False False 25,885
20 77.675 75.505 2.170 2.8% 0.577 0.8% 46% False False 20,621
40 79.295 75.505 3.790 5.0% 0.532 0.7% 26% False False 10,414
60 81.985 75.505 6.480 8.5% 0.551 0.7% 15% False False 6,997
80 81.985 75.505 6.480 8.5% 0.478 0.6% 15% False False 5,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.953
2.618 78.088
1.618 77.558
1.000 77.230
0.618 77.028
HIGH 76.700
0.618 76.498
0.500 76.435
0.382 76.372
LOW 76.170
0.618 75.842
1.000 75.640
1.618 75.312
2.618 74.782
4.250 73.918
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 76.480 76.425
PP 76.457 76.347
S1 76.435 76.270

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

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