ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 75.160 74.880 -0.280 -0.4% 75.165
High 75.370 75.220 -0.150 -0.2% 75.455
Low 74.835 74.825 -0.010 0.0% 74.825
Close 74.888 75.028 0.140 0.2% 75.028
Range 0.535 0.395 -0.140 -26.2% 0.630
ATR 0.509 0.500 -0.008 -1.6% 0.000
Volume 24,245 19,083 -5,162 -21.3% 109,731
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.209 76.014 75.245
R3 75.814 75.619 75.137
R2 75.419 75.419 75.100
R1 75.224 75.224 75.064 75.322
PP 75.024 75.024 75.024 75.073
S1 74.829 74.829 74.992 74.927
S2 74.629 74.629 74.956
S3 74.234 74.434 74.919
S4 73.839 74.039 74.811
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.993 76.640 75.375
R3 76.363 76.010 75.201
R2 75.733 75.733 75.144
R1 75.380 75.380 75.086 75.242
PP 75.103 75.103 75.103 75.033
S1 74.750 74.750 74.970 74.612
S2 74.473 74.473 74.913
S3 73.843 74.120 74.855
S4 73.213 73.490 74.682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.455 74.825 0.630 0.8% 0.410 0.5% 32% False True 21,946
10 76.400 74.825 1.575 2.1% 0.429 0.6% 13% False True 21,232
20 76.870 74.825 2.045 2.7% 0.478 0.6% 10% False True 22,829
40 78.655 74.825 3.830 5.1% 0.521 0.7% 5% False True 17,632
60 79.295 74.825 4.470 6.0% 0.518 0.7% 5% False True 11,787
80 81.985 74.825 7.160 9.5% 0.520 0.7% 3% False True 8,882
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.092
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.899
2.618 76.254
1.618 75.859
1.000 75.615
0.618 75.464
HIGH 75.220
0.618 75.069
0.500 75.023
0.382 74.976
LOW 74.825
0.618 74.581
1.000 74.430
1.618 74.186
2.618 73.791
4.250 73.146
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 75.026 75.098
PP 75.024 75.074
S1 75.023 75.051

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

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