ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 75.085 75.685 0.600 0.8% 75.165
High 76.055 75.845 -0.210 -0.3% 75.455
Low 75.055 75.205 0.150 0.2% 74.825
Close 75.730 75.249 -0.481 -0.6% 75.028
Range 1.000 0.640 -0.360 -36.0% 0.630
ATR 0.538 0.545 0.007 1.4% 0.000
Volume 39,092 22,092 -17,000 -43.5% 109,731
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.353 76.941 75.601
R3 76.713 76.301 75.425
R2 76.073 76.073 75.366
R1 75.661 75.661 75.308 75.547
PP 75.433 75.433 75.433 75.376
S1 75.021 75.021 75.190 74.907
S2 74.793 74.793 75.132
S3 74.153 74.381 75.073
S4 73.513 73.741 74.897
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% 0.592 0.8% 34% False False 25,351
10 76.125 74.825 1.300 1.7% 0.522 0.7% 33% False False 23,620
20 76.870 74.825 2.045 2.7% 0.525 0.7% 21% False False 23,763
40 78.040 74.825 3.215 4.3% 0.539 0.7% 13% False False 19,154
60 79.295 74.825 4.470 5.9% 0.527 0.7% 9% False False 12,805
80 81.985 74.825 7.160 9.5% 0.533 0.7% 6% False False 9,646
100 82.150 74.825 7.325 9.7% 0.472 0.6% 6% False False 7,726
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.565
2.618 77.521
1.618 76.881
1.000 76.485
0.618 76.241
HIGH 75.845
0.618 75.601
0.500 75.525
0.382 75.449
LOW 75.205
0.618 74.809
1.000 74.565
1.618 74.169
2.618 73.529
4.250 72.485
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 75.525 75.440
PP 75.433 75.376
S1 75.341 75.313

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

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