ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 73.730 73.500 -0.230 -0.3% 75.085
High 74.205 73.500 -0.705 -1.0% 76.055
Low 73.435 73.050 -0.385 -0.5% 73.935
Close 73.691 73.311 -0.380 -0.5% 74.180
Range 0.770 0.450 -0.320 -41.6% 2.120
ATR 0.577 0.582 0.005 0.8% 0.000
Volume 31,592 26,202 -5,390 -17.1% 113,216
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 74.637 74.424 73.559
R3 74.187 73.974 73.435
R2 73.737 73.737 73.394
R1 73.524 73.524 73.352 73.406
PP 73.287 73.287 73.287 73.228
S1 73.074 73.074 73.270 72.956
S2 72.837 72.837 73.229
S3 72.387 72.624 73.187
S4 71.937 72.174 73.064
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 74.535 73.050 1.485 2.0% 0.573 0.8% 18% False True 22,872
10 76.055 73.050 3.005 4.1% 0.619 0.8% 9% False True 24,707
20 76.870 73.050 3.820 5.2% 0.546 0.7% 7% False True 23,590
40 77.675 73.050 4.625 6.3% 0.555 0.8% 6% False True 22,646
60 79.295 73.050 6.245 8.5% 0.538 0.7% 4% False True 15,177
80 81.985 73.050 8.935 12.2% 0.546 0.7% 3% False True 11,423
100 81.985 73.050 8.935 12.2% 0.494 0.7% 3% False True 9,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.144
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 75.413
2.618 74.678
1.618 74.228
1.000 73.950
0.618 73.778
HIGH 73.500
0.618 73.328
0.500 73.275
0.382 73.222
LOW 73.050
0.618 72.772
1.000 72.600
1.618 72.322
2.618 71.872
4.250 71.138
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 73.299 73.785
PP 73.287 73.627
S1 73.275 73.469

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

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