ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 75.190 74.195 -0.995 -1.3% 75.165
High 75.210 74.535 -0.675 -0.9% 75.455
Low 74.455 73.935 -0.520 -0.7% 74.825
Close 74.567 74.180 -0.387 -0.5% 75.028
Range 0.755 0.600 -0.155 -20.5% 0.630
ATR 0.563 0.568 0.005 0.9% 0.000
Volume 28,199 23,833 -4,366 -15.5% 109,731
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.017 75.698 74.510
R3 75.417 75.098 74.345
R2 74.817 74.817 74.290
R1 74.498 74.498 74.235 74.358
PP 74.217 74.217 74.217 74.146
S1 73.898 73.898 74.125 73.758
S2 73.617 73.617 74.070
S3 73.017 73.298 74.015
S4 72.417 72.698 73.850
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 73.935 2.120 2.9% 0.678 0.9% 12% False True 26,459
10 76.055 73.935 2.120 2.9% 0.582 0.8% 12% False True 24,392
20 76.870 73.935 2.935 4.0% 0.536 0.7% 8% False True 23,499
40 77.760 73.935 3.825 5.2% 0.552 0.7% 6% False True 20,423
60 79.295 73.935 5.360 7.2% 0.538 0.7% 5% False True 13,671
80 81.985 73.935 8.050 10.9% 0.544 0.7% 3% False True 10,296
100 81.985 73.935 8.050 10.9% 0.486 0.7% 3% False True 8,246
Crabel Price Patterns
NR True
NR4 True
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 0.116
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.085
2.618 76.106
1.618 75.506
1.000 75.135
0.618 74.906
HIGH 74.535
0.618 74.306
0.500 74.235
0.382 74.164
LOW 73.935
0.618 73.564
1.000 73.335
1.618 72.964
2.618 72.364
4.250 71.385
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 74.235 74.890
PP 74.217 74.653
S1 74.198 74.417

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

View Archives - Comment on this page... - Back to Index of Symbols