ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 76.250 76.095 -0.155 -0.2% 76.520
High 76.400 76.125 -0.275 -0.4% 76.870
Low 75.995 75.690 -0.305 -0.4% 75.885
Close 76.111 75.757 -0.354 -0.5% 76.083
Range 0.405 0.435 0.030 7.4% 0.985
ATR 0.541 0.533 -0.008 -1.4% 0.000
Volume 23,699 22,027 -1,672 -7.1% 116,156
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.162 76.895 75.996
R3 76.727 76.460 75.877
R2 76.292 76.292 75.837
R1 76.025 76.025 75.797 75.941
PP 75.857 75.857 75.857 75.816
S1 75.590 75.590 75.717 75.506
S2 75.422 75.422 75.677
S3 74.987 75.155 75.637
S4 74.552 74.720 75.518
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 75.690 1.180 1.6% 0.501 0.7% 6% False True 23,013
10 76.870 75.690 1.180 1.6% 0.519 0.7% 6% False True 23,606
20 77.675 75.505 2.170 2.9% 0.579 0.8% 12% False False 25,291
40 79.295 75.505 3.790 5.0% 0.532 0.7% 7% False False 13,832
60 80.670 75.505 5.165 6.8% 0.543 0.7% 5% False False 9,249
80 81.985 75.505 6.480 8.6% 0.500 0.7% 4% False False 6,970
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 False
Bear Hook False
Bull Hook False
Stretch 0.131
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.974
2.618 77.264
1.618 76.829
1.000 76.560
0.618 76.394
HIGH 76.125
0.618 75.959
0.500 75.908
0.382 75.856
LOW 75.690
0.618 75.421
1.000 75.255
1.618 74.986
2.618 74.551
4.250 73.841
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 75.908 76.045
PP 75.857 75.949
S1 75.807 75.853

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

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