ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 76.300 76.230 -0.070 -0.1% 76.520
High 76.870 76.235 -0.635 -0.8% 76.870
Low 76.035 75.935 -0.100 -0.1% 75.885
Close 76.083 76.159 0.076 0.1% 76.083
Range 0.835 0.300 -0.535 -64.1% 0.985
ATR 0.571 0.551 -0.019 -3.4% 0.000
Volume 32,624 13,605 -19,019 -58.3% 116,156
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.010 76.884 76.324
R3 76.710 76.584 76.242
R2 76.410 76.410 76.214
R1 76.284 76.284 76.187 76.197
PP 76.110 76.110 76.110 76.066
S1 75.984 75.984 76.132 75.897
S2 75.810 75.810 76.104
S3 75.510 75.684 76.077
S4 75.210 75.384 75.994
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% 0.524 0.7% 28% False False 22,479
10 76.870 75.505 1.365 1.8% 0.517 0.7% 48% False False 23,700
20 77.675 75.505 2.170 2.8% 0.588 0.8% 30% False False 24,661
40 79.295 75.505 3.790 5.0% 0.533 0.7% 17% False False 12,693
60 81.760 75.505 6.255 8.2% 0.549 0.7% 10% False False 8,490
80 81.985 75.505 6.480 8.5% 0.502 0.7% 10% False False 6,400
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.139
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 77.510
2.618 77.020
1.618 76.720
1.000 76.535
0.618 76.420
HIGH 76.235
0.618 76.120
0.500 76.085
0.382 76.050
LOW 75.935
0.618 75.750
1.000 75.635
1.618 75.450
2.618 75.150
4.250 74.660
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 76.134 76.378
PP 76.110 76.305
S1 76.085 76.232

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

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