ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 74.300 74.280 -0.020 0.0% 75.085
High 74.470 74.520 0.050 0.1% 76.055
Low 74.010 73.935 -0.075 -0.1% 73.935
Close 74.181 74.025 -0.156 -0.2% 74.180
Range 0.460 0.585 0.125 27.2% 2.120
ATR 0.560 0.562 0.002 0.3% 0.000
Volume 15,436 17,297 1,861 12.1% 113,216
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 75.915 75.555 74.347
R3 75.330 74.970 74.186
R2 74.745 74.745 74.132
R1 74.385 74.385 74.079 74.273
PP 74.160 74.160 74.160 74.104
S1 73.800 73.800 73.971 73.688
S2 73.575 73.575 73.918
S3 72.990 73.215 73.864
S4 72.405 72.630 73.703
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 81.083 79.752 75.346
R3 78.963 77.632 74.763
R2 76.843 76.843 74.569
R1 75.512 75.512 74.374 75.118
PP 74.723 74.723 74.723 74.526
S1 73.392 73.392 73.986 72.998
S2 72.603 72.603 73.791
S3 70.483 71.272 73.597
S4 68.363 69.152 73.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.845 73.935 1.910 2.6% 0.608 0.8% 5% False True 21,371
10 76.055 73.935 2.120 2.9% 0.589 0.8% 4% False True 23,869
20 76.870 73.935 2.935 4.0% 0.532 0.7% 3% False True 22,853
40 77.675 73.935 3.740 5.1% 0.550 0.7% 2% False True 21,231
60 79.295 73.935 5.360 7.2% 0.534 0.7% 2% False True 14,216
80 81.985 73.935 8.050 10.9% 0.545 0.7% 1% False True 10,704
100 81.985 73.935 8.050 10.9% 0.483 0.7% 1% False True 8,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.006
2.618 76.052
1.618 75.467
1.000 75.105
0.618 74.882
HIGH 74.520
0.618 74.297
0.500 74.228
0.382 74.158
LOW 73.935
0.618 73.573
1.000 73.350
1.618 72.988
2.618 72.403
4.250 71.449
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 74.228 74.235
PP 74.160 74.165
S1 74.093 74.095

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

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