ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 76.230 76.250 0.020 0.0% 76.520
High 76.235 76.400 0.165 0.2% 76.870
Low 75.935 75.995 0.060 0.1% 75.885
Close 76.159 76.111 -0.048 -0.1% 76.083
Range 0.300 0.405 0.105 35.0% 0.985
ATR 0.551 0.541 -0.010 -1.9% 0.000
Volume 13,605 23,699 10,094 74.2% 116,156
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.384 77.152 76.334
R3 76.979 76.747 76.222
R2 76.574 76.574 76.185
R1 76.342 76.342 76.148 76.256
PP 76.169 76.169 76.169 76.125
S1 75.937 75.937 76.074 75.851
S2 75.764 75.764 76.037
S3 75.359 75.532 76.000
S4 74.954 75.127 75.888
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% 0.499 0.7% 23% False False 23,066
10 76.870 75.670 1.200 1.6% 0.527 0.7% 37% False False 23,906
20 77.675 75.505 2.170 2.9% 0.579 0.8% 28% False False 25,220
40 79.295 75.505 3.790 5.0% 0.533 0.7% 16% False False 13,284
60 81.480 75.505 5.975 7.9% 0.550 0.7% 10% False False 8,883
80 81.985 75.505 6.480 8.5% 0.499 0.7% 9% False False 6,695
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.144
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.121
2.618 77.460
1.618 77.055
1.000 76.805
0.618 76.650
HIGH 76.400
0.618 76.245
0.500 76.198
0.382 76.150
LOW 75.995
0.618 75.745
1.000 75.590
1.618 75.340
2.618 74.935
4.250 74.274
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 76.198 76.403
PP 76.169 76.305
S1 76.140 76.208

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

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