ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 75.795 75.165 -0.630 -0.8% 76.230
High 75.835 75.305 -0.530 -0.7% 76.400
Low 75.060 75.100 0.040 0.1% 75.060
Close 75.070 75.282 0.212 0.3% 75.070
Range 0.775 0.205 -0.570 -73.5% 1.340
ATR 0.536 0.515 -0.022 -4.0% 0.000
Volume 20,979 16,983 -3,996 -19.0% 102,598
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 75.844 75.768 75.395
R3 75.639 75.563 75.338
R2 75.434 75.434 75.320
R1 75.358 75.358 75.301 75.396
PP 75.229 75.229 75.229 75.248
S1 75.153 75.153 75.263 75.191
S2 75.024 75.024 75.244
S3 74.819 74.948 75.226
S4 74.614 74.743 75.169
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.530 78.640 75.807
R3 78.190 77.300 75.439
R2 76.850 76.850 75.316
R1 75.960 75.960 75.193 75.735
PP 75.510 75.510 75.510 75.398
S1 74.620 74.620 74.947 74.395
S2 74.170 74.170 74.824
S3 72.830 73.280 74.702
S4 71.490 71.940 74.333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.400 75.060 1.340 1.8% 0.428 0.6% 17% False False 21,195
10 76.870 75.060 1.810 2.4% 0.476 0.6% 12% False False 21,837
20 77.390 75.060 2.330 3.1% 0.542 0.7% 10% False False 24,310
40 79.125 75.060 4.065 5.4% 0.524 0.7% 5% False False 15,330
60 80.085 75.060 5.025 6.7% 0.533 0.7% 4% False False 10,247
80 81.985 75.060 6.925 9.2% 0.505 0.7% 3% False False 7,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.099
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 76.176
2.618 75.842
1.618 75.637
1.000 75.510
0.618 75.432
HIGH 75.305
0.618 75.227
0.500 75.203
0.382 75.178
LOW 75.100
0.618 74.973
1.000 74.895
1.618 74.768
2.618 74.563
4.250 74.229
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 75.256 75.558
PP 75.229 75.466
S1 75.203 75.374

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

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