ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 73.500 73.255 -0.245 -0.3% 74.300
High 73.500 73.380 -0.120 -0.2% 74.520
Low 73.050 73.015 -0.035 0.0% 73.015
Close 73.311 73.107 -0.204 -0.3% 73.107
Range 0.450 0.365 -0.085 -18.9% 1.505
ATR 0.582 0.566 -0.015 -2.7% 0.000
Volume 26,202 18,419 -7,783 -29.7% 108,946
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 74.262 74.050 73.308
R3 73.897 73.685 73.207
R2 73.532 73.532 73.174
R1 73.320 73.320 73.140 73.244
PP 73.167 73.167 73.167 73.129
S1 72.955 72.955 73.074 72.879
S2 72.802 72.802 73.040
S3 72.437 72.590 73.007
S4 72.072 72.225 72.906
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.062 77.090 73.935
R3 76.557 75.585 73.521
R2 75.052 75.052 73.383
R1 74.080 74.080 73.245 73.814
PP 73.547 73.547 73.547 73.414
S1 72.575 72.575 72.969 72.309
S2 72.042 72.042 72.831
S3 70.537 71.070 72.693
S4 69.032 69.565 72.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.520 73.015 1.505 2.1% 0.526 0.7% 6% False True 21,789
10 76.055 73.015 3.040 4.2% 0.602 0.8% 3% False True 24,124
20 76.870 73.015 3.855 5.3% 0.537 0.7% 2% False True 23,355
40 77.675 73.015 4.660 6.4% 0.553 0.8% 2% False True 23,082
60 79.295 73.015 6.280 8.6% 0.531 0.7% 1% False True 15,483
80 81.985 73.015 8.970 12.3% 0.542 0.7% 1% False True 11,644
100 81.985 73.015 8.970 12.3% 0.498 0.7% 1% False True 9,329
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 0.136
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 74.931
2.618 74.336
1.618 73.971
1.000 73.745
0.618 73.606
HIGH 73.380
0.618 73.241
0.500 73.198
0.382 73.154
LOW 73.015
0.618 72.789
1.000 72.650
1.618 72.424
2.618 72.059
4.250 71.464
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 73.198 73.610
PP 73.167 73.442
S1 73.137 73.275

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

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