ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 75.685 75.190 -0.495 -0.7% 75.165
High 75.845 75.210 -0.635 -0.8% 75.455
Low 75.205 74.455 -0.750 -1.0% 74.825
Close 75.249 74.567 -0.682 -0.9% 75.028
Range 0.640 0.755 0.115 18.0% 0.630
ATR 0.545 0.563 0.018 3.3% 0.000
Volume 22,092 28,199 6,107 27.6% 109,731
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.009 76.543 74.982
R3 76.254 75.788 74.775
R2 75.499 75.499 74.705
R1 75.033 75.033 74.636 74.889
PP 74.744 74.744 74.744 74.672
S1 74.278 74.278 74.498 74.134
S2 73.989 73.989 74.429
S3 73.234 73.523 74.359
S4 72.479 72.768 74.152
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 74.455 1.600 2.1% 0.665 0.9% 7% False True 26,542
10 76.055 74.455 1.600 2.1% 0.554 0.7% 7% False True 24,238
20 76.870 74.455 2.415 3.2% 0.536 0.7% 5% False True 23,922
40 77.790 74.455 3.335 4.5% 0.548 0.7% 3% False True 19,834
60 79.295 74.455 4.840 6.5% 0.534 0.7% 2% False True 13,275
80 81.985 74.455 7.530 10.1% 0.542 0.7% 1% False True 9,998
100 82.000 74.455 7.545 10.1% 0.480 0.6% 1% False True 8,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.094
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.419
2.618 77.187
1.618 76.432
1.000 75.965
0.618 75.677
HIGH 75.210
0.618 74.922
0.500 74.833
0.382 74.743
LOW 74.455
0.618 73.988
1.000 73.700
1.618 73.233
2.618 72.478
4.250 71.246
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 74.833 75.255
PP 74.744 75.026
S1 74.656 74.796

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

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