ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 75.025 74.775 -0.250 -0.3% 73.185
High 75.360 75.175 -0.185 -0.2% 75.180
Low 74.605 74.685 0.080 0.1% 72.860
Close 74.900 74.782 -0.118 -0.2% 75.080
Range 0.755 0.490 -0.265 -35.1% 2.320
ATR 0.666 0.653 -0.013 -1.9% 0.000
Volume 51,554 32,107 -19,447 -37.7% 212,144
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 76.351 76.056 75.052
R3 75.861 75.566 74.917
R2 75.371 75.371 74.872
R1 75.076 75.076 74.827 75.224
PP 74.881 74.881 74.881 74.954
S1 74.586 74.586 74.737 74.734
S2 74.391 74.391 74.692
S3 73.901 74.096 74.647
S4 73.411 73.606 74.513
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% 0.874 1.2% 77% False False 49,625
10 75.360 72.860 2.500 3.3% 0.702 0.9% 77% False False 37,201
20 76.055 72.860 3.195 4.3% 0.645 0.9% 60% False False 30,535
40 77.390 72.860 4.530 6.1% 0.593 0.8% 42% False False 27,423
60 79.125 72.860 6.265 8.4% 0.565 0.8% 31% False False 20,398
80 80.085 72.860 7.225 9.7% 0.561 0.8% 27% False False 15,319
100 81.985 72.860 9.125 12.2% 0.533 0.7% 21% False False 12,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.198
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.258
2.618 76.458
1.618 75.968
1.000 75.665
0.618 75.478
HIGH 75.175
0.618 74.988
0.500 74.930
0.382 74.872
LOW 74.685
0.618 74.382
1.000 74.195
1.618 73.892
2.618 73.402
4.250 72.603
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 74.930 74.766
PP 74.881 74.751
S1 74.831 74.735

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

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