ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 76.370 76.300 -0.070 -0.1% 76.520
High 76.415 76.870 0.455 0.6% 76.870
Low 75.885 76.035 0.150 0.2% 75.885
Close 76.072 76.083 0.011 0.0% 76.083
Range 0.530 0.835 0.305 57.5% 0.985
ATR 0.550 0.571 0.020 3.7% 0.000
Volume 23,111 32,624 9,513 41.2% 116,156
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.834 78.294 76.542
R3 77.999 77.459 76.313
R2 77.164 77.164 76.236
R1 76.624 76.624 76.160 76.477
PP 76.329 76.329 76.329 76.256
S1 75.789 75.789 76.006 75.642
S2 75.494 75.494 75.930
S3 74.659 74.954 75.853
S4 73.824 74.119 75.624
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.234 78.644 76.625
R3 78.249 77.659 76.354
R2 77.264 77.264 76.264
R1 76.674 76.674 76.173 76.477
PP 76.279 76.279 76.279 76.181
S1 75.689 75.689 75.993 75.492
S2 75.294 75.294 75.902
S3 74.309 74.704 75.812
S4 73.324 73.719 75.541
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.870 75.885 0.985 1.3% 0.544 0.7% 20% True False 23,231
10 76.870 75.505 1.365 1.8% 0.528 0.7% 42% True False 24,425
20 77.675 75.505 2.170 2.9% 0.594 0.8% 27% False False 24,340
40 79.295 75.505 3.790 5.0% 0.537 0.7% 15% False False 12,357
60 81.985 75.505 6.480 8.5% 0.552 0.7% 9% False False 8,267
80 81.985 75.505 6.480 8.5% 0.498 0.7% 9% False False 6,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.152
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.419
2.618 79.056
1.618 78.221
1.000 77.705
0.618 77.386
HIGH 76.870
0.618 76.551
0.500 76.453
0.382 76.354
LOW 76.035
0.618 75.519
1.000 75.200
1.618 74.684
2.618 73.849
4.250 72.486
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 76.453 76.378
PP 76.329 76.279
S1 76.206 76.181

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

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