ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 74.280 73.730 -0.550 -0.7% 75.085
High 74.520 74.205 -0.315 -0.4% 76.055
Low 73.935 73.435 -0.500 -0.7% 73.935
Close 74.025 73.691 -0.334 -0.5% 74.180
Range 0.585 0.770 0.185 31.6% 2.120
ATR 0.562 0.577 0.015 2.6% 0.000
Volume 17,297 31,592 14,295 82.6% 113,216
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.087 75.659 74.115
R3 75.317 74.889 73.903
R2 74.547 74.547 73.832
R1 74.119 74.119 73.762 73.948
PP 73.777 73.777 73.777 73.692
S1 73.349 73.349 73.620 73.178
S2 73.007 73.007 73.550
S3 72.237 72.579 73.479
S4 71.467 71.809 73.268
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 75.210 73.435 1.775 2.4% 0.634 0.9% 14% False True 23,271
10 76.055 73.435 2.620 3.6% 0.613 0.8% 10% False True 24,311
20 76.870 73.435 3.435 4.7% 0.544 0.7% 7% False True 23,394
40 77.675 73.435 4.240 5.8% 0.561 0.8% 6% False True 22,008
60 79.295 73.435 5.860 8.0% 0.536 0.7% 4% False True 14,741
80 81.985 73.435 8.550 11.6% 0.549 0.7% 3% False True 11,096
100 81.985 73.435 8.550 11.6% 0.491 0.7% 3% False True 8,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.478
2.618 76.221
1.618 75.451
1.000 74.975
0.618 74.681
HIGH 74.205
0.618 73.911
0.500 73.820
0.382 73.729
LOW 73.435
0.618 72.959
1.000 72.665
1.618 72.189
2.618 71.419
4.250 70.163
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 73.820 73.978
PP 73.777 73.882
S1 73.734 73.787

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

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