ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 76.095 75.780 -0.315 -0.4% 76.520
High 76.125 76.055 -0.070 -0.1% 76.870
Low 75.690 75.735 0.045 0.1% 75.885
Close 75.757 75.810 0.053 0.1% 76.083
Range 0.435 0.320 -0.115 -26.4% 0.985
ATR 0.533 0.518 -0.015 -2.9% 0.000
Volume 22,027 22,288 261 1.2% 116,156
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.827 76.638 75.986
R3 76.507 76.318 75.898
R2 76.187 76.187 75.869
R1 75.998 75.998 75.839 76.093
PP 75.867 75.867 75.867 75.914
S1 75.678 75.678 75.781 75.773
S2 75.547 75.547 75.751
S3 75.227 75.358 75.722
S4 74.907 75.038 75.634
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% 0.459 0.6% 10% False False 22,848
10 76.870 75.690 1.180 1.6% 0.490 0.6% 10% False False 22,607
20 77.675 75.505 2.170 2.9% 0.559 0.7% 14% False False 24,985
40 79.295 75.505 3.790 5.0% 0.525 0.7% 8% False False 14,388
60 80.085 75.505 4.580 6.0% 0.531 0.7% 7% False False 9,618
80 81.985 75.505 6.480 8.5% 0.504 0.7% 5% False False 7,248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.116
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.415
2.618 76.893
1.618 76.573
1.000 76.375
0.618 76.253
HIGH 76.055
0.618 75.933
0.500 75.895
0.382 75.857
LOW 75.735
0.618 75.537
1.000 75.415
1.618 75.217
2.618 74.897
4.250 74.375
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 75.895 76.045
PP 75.867 75.967
S1 75.838 75.888

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

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