ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 76.490 76.380 -0.110 -0.1% 75.870
High 76.700 76.670 -0.030 0.0% 76.560
Low 76.170 76.245 0.075 0.1% 75.505
Close 76.502 76.357 -0.145 -0.2% 76.485
Range 0.530 0.425 -0.105 -19.8% 1.055
ATR 0.561 0.552 -0.010 -1.7% 0.000
Volume 20,765 22,292 1,527 7.4% 128,102
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.699 77.453 76.591
R3 77.274 77.028 76.474
R2 76.849 76.849 76.435
R1 76.603 76.603 76.396 76.514
PP 76.424 76.424 76.424 76.379
S1 76.178 76.178 76.318 76.089
S2 75.999 75.999 76.279
S3 75.574 75.753 76.240
S4 75.149 75.328 76.123
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 75.700 1.000 1.3% 0.536 0.7% 66% False False 24,199
10 76.980 75.505 1.475 1.9% 0.572 0.7% 58% False False 24,282
20 77.675 75.505 2.170 2.8% 0.565 0.7% 39% False False 21,701
40 79.295 75.505 3.790 5.0% 0.534 0.7% 22% False False 10,970
60 81.985 75.505 6.480 8.5% 0.546 0.7% 13% False False 7,368
80 81.985 75.505 6.480 8.5% 0.481 0.6% 13% False False 5,533
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.176
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.476
2.618 77.783
1.618 77.358
1.000 77.095
0.618 76.933
HIGH 76.670
0.618 76.508
0.500 76.458
0.382 76.407
LOW 76.245
0.618 75.982
1.000 75.820
1.618 75.557
2.618 75.132
4.250 74.439
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 76.458 76.435
PP 76.424 76.409
S1 76.391 76.383

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

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