ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 76.380 76.370 -0.010 0.0% 75.870
High 76.670 76.415 -0.255 -0.3% 76.560
Low 76.245 75.885 -0.360 -0.5% 75.505
Close 76.357 76.072 -0.285 -0.4% 76.485
Range 0.425 0.530 0.105 24.7% 1.055
ATR 0.552 0.550 -0.002 -0.3% 0.000
Volume 22,292 23,111 819 3.7% 128,102
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.714 77.423 76.364
R3 77.184 76.893 76.218
R2 76.654 76.654 76.169
R1 76.363 76.363 76.121 76.244
PP 76.124 76.124 76.124 76.064
S1 75.833 75.833 76.023 75.714
S2 75.594 75.594 75.975
S3 75.064 75.303 75.926
S4 74.534 74.773 75.781
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 75.840 0.860 1.1% 0.521 0.7% 27% False False 22,365
10 76.765 75.505 1.260 1.7% 0.542 0.7% 45% False False 23,678
20 77.675 75.505 2.170 2.9% 0.568 0.7% 26% False False 22,808
40 79.295 75.505 3.790 5.0% 0.528 0.7% 15% False False 11,547
60 81.985 75.505 6.480 8.5% 0.543 0.7% 9% False False 7,740
80 81.985 75.505 6.480 8.5% 0.488 0.6% 9% False False 5,822
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 True
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.668
2.618 77.803
1.618 77.273
1.000 76.945
0.618 76.743
HIGH 76.415
0.618 76.213
0.500 76.150
0.382 76.087
LOW 75.885
0.618 75.557
1.000 75.355
1.618 75.027
2.618 74.497
4.250 73.633
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 76.150 76.293
PP 76.124 76.219
S1 76.098 76.146

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

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