ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 75.065 75.160 0.095 0.1% 76.230
High 75.340 75.370 0.030 0.0% 76.400
Low 74.950 74.835 -0.115 -0.2% 75.060
Close 75.190 74.888 -0.302 -0.4% 75.070
Range 0.390 0.535 0.145 37.2% 1.340
ATR 0.507 0.509 0.002 0.4% 0.000
Volume 22,243 24,245 2,002 9.0% 102,598
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.636 76.297 75.182
R3 76.101 75.762 75.035
R2 75.566 75.566 74.986
R1 75.227 75.227 74.937 75.129
PP 75.031 75.031 75.031 74.982
S1 74.692 74.692 74.839 74.594
S2 74.496 74.496 74.790
S3 73.961 74.157 74.741
S4 73.426 73.622 74.594
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 75.835 74.835 1.000 1.3% 0.486 0.6% 5% False True 22,325
10 76.870 74.835 2.035 2.7% 0.473 0.6% 3% False True 22,587
20 76.870 74.835 2.035 2.7% 0.507 0.7% 3% False True 23,132
40 78.655 74.835 3.820 5.1% 0.528 0.7% 1% False True 17,162
60 79.295 74.835 4.460 6.0% 0.521 0.7% 1% False True 11,470
80 81.985 74.835 7.150 9.5% 0.519 0.7% 1% False True 8,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.113
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.644
2.618 76.771
1.618 76.236
1.000 75.905
0.618 75.701
HIGH 75.370
0.618 75.166
0.500 75.103
0.382 75.039
LOW 74.835
0.618 74.504
1.000 74.300
1.618 73.969
2.618 73.434
4.250 72.561
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 75.103 75.145
PP 75.031 75.059
S1 74.960 74.974

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

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