ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 74.260 75.025 0.765 1.0% 73.185
High 75.180 75.360 0.180 0.2% 75.180
Low 74.110 74.605 0.495 0.7% 72.860
Close 75.080 74.900 -0.180 -0.2% 75.080
Range 1.070 0.755 -0.315 -29.4% 2.320
ATR 0.659 0.666 0.007 1.0% 0.000
Volume 66,993 51,554 -15,439 -23.0% 212,144
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 77.220 76.815 75.315
R3 76.465 76.060 75.108
R2 75.710 75.710 75.038
R1 75.305 75.305 74.969 75.130
PP 74.955 74.955 74.955 74.868
S1 74.550 74.550 74.831 74.375
S2 74.200 74.200 74.762
S3 73.445 73.795 74.692
S4 72.690 73.040 74.485
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 81.333 80.527 76.356
R3 79.013 78.207 75.718
R2 76.693 76.693 75.505
R1 75.887 75.887 75.293 76.290
PP 74.373 74.373 74.373 74.575
S1 73.567 73.567 74.867 73.970
S2 72.053 72.053 74.655
S3 69.733 71.247 74.442
S4 67.413 68.927 73.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.360 72.860 2.500 3.3% 0.872 1.2% 82% True False 48,112
10 75.360 72.860 2.500 3.3% 0.712 0.9% 82% True False 35,720
20 76.055 72.860 3.195 4.3% 0.631 0.8% 64% False False 29,779
40 77.390 72.860 4.530 6.0% 0.595 0.8% 45% False False 27,181
60 79.295 72.860 6.435 8.6% 0.566 0.8% 32% False False 19,865
80 80.085 72.860 7.225 9.6% 0.560 0.7% 28% False False 14,919
100 81.985 72.860 9.125 12.2% 0.537 0.7% 22% False False 11,964
Crabel Price Patterns
NR True
NR4 False
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 0.213
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.569
2.618 77.337
1.618 76.582
1.000 76.115
0.618 75.827
HIGH 75.360
0.618 75.072
0.500 74.983
0.382 74.893
LOW 74.605
0.618 74.138
1.000 73.850
1.618 73.383
2.618 72.628
4.250 71.396
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 74.983 74.658
PP 74.955 74.415
S1 74.928 74.173

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

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