ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 74.880 75.085 0.205 0.3% 75.165
High 75.220 76.055 0.835 1.1% 75.455
Low 74.825 75.055 0.230 0.3% 74.825
Close 75.028 75.730 0.702 0.9% 75.028
Range 0.395 1.000 0.605 153.2% 0.630
ATR 0.500 0.538 0.038 7.5% 0.000
Volume 19,083 39,092 20,009 104.9% 109,731
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.613 78.172 76.280
R3 77.613 77.172 76.005
R2 76.613 76.613 75.913
R1 76.172 76.172 75.822 76.393
PP 75.613 75.613 75.613 75.724
S1 75.172 75.172 75.638 75.393
S2 74.613 74.613 75.547
S3 73.613 74.172 75.455
S4 72.613 73.172 75.180
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 76.055 74.825 1.230 1.6% 0.569 0.8% 74% True False 26,368
10 76.400 74.825 1.575 2.1% 0.499 0.7% 57% False False 23,781
20 76.870 74.825 2.045 2.7% 0.508 0.7% 44% False False 23,741
40 78.655 74.825 3.830 5.1% 0.540 0.7% 24% False False 18,605
60 79.295 74.825 4.470 5.9% 0.525 0.7% 20% False False 12,438
80 81.985 74.825 7.160 9.5% 0.528 0.7% 13% False False 9,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.094
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 80.305
2.618 78.673
1.618 77.673
1.000 77.055
0.618 76.673
HIGH 76.055
0.618 75.673
0.500 75.555
0.382 75.437
LOW 75.055
0.618 74.437
1.000 74.055
1.618 73.437
2.618 72.437
4.250 70.805
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 75.672 75.633
PP 75.613 75.537
S1 75.555 75.440

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

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