ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 75.165 75.255 0.090 0.1% 76.230
High 75.305 75.455 0.150 0.2% 76.400
Low 75.100 74.930 -0.170 -0.2% 75.060
Close 75.282 75.065 -0.217 -0.3% 75.070
Range 0.205 0.525 0.320 156.1% 1.340
ATR 0.515 0.516 0.001 0.1% 0.000
Volume 16,983 27,177 10,194 60.0% 102,598
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.725 76.420 75.354
R3 76.200 75.895 75.209
R2 75.675 75.675 75.161
R1 75.370 75.370 75.113 75.260
PP 75.150 75.150 75.150 75.095
S1 74.845 74.845 75.017 74.735
S2 74.625 74.625 74.969
S3 74.100 74.320 74.921
S4 73.575 73.795 74.776
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 76.125 74.930 1.195 1.6% 0.452 0.6% 11% False True 21,890
10 76.870 74.930 1.940 2.6% 0.476 0.6% 7% False True 22,478
20 77.135 74.930 2.205 2.9% 0.528 0.7% 6% False True 24,181
40 79.125 74.930 4.195 5.6% 0.529 0.7% 3% False True 16,007
60 79.705 74.930 4.775 6.4% 0.527 0.7% 3% False True 10,699
80 81.985 74.930 7.055 9.4% 0.508 0.7% 2% False True 8,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.686
2.618 76.829
1.618 76.304
1.000 75.980
0.618 75.779
HIGH 75.455
0.618 75.254
0.500 75.193
0.382 75.131
LOW 74.930
0.618 74.606
1.000 74.405
1.618 74.081
2.618 73.556
4.250 72.699
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 75.193 75.383
PP 75.150 75.277
S1 75.108 75.171

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

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