ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 76.080 75.820 -0.260 -0.3% 75.025
High 76.190 76.015 -0.175 -0.2% 76.140
Low 75.410 75.475 0.065 0.1% 74.530
Close 75.651 75.545 -0.106 -0.1% 75.938
Range 0.780 0.540 -0.240 -30.8% 1.610
ATR 0.722 0.709 -0.013 -1.8% 0.000
Volume 36,278 40,035 3,757 10.4% 223,717
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 77.298 76.962 75.842
R3 76.758 76.422 75.694
R2 76.218 76.218 75.644
R1 75.882 75.882 75.595 75.780
PP 75.678 75.678 75.678 75.628
S1 75.342 75.342 75.496 75.240
S2 75.138 75.138 75.446
S3 74.598 74.802 75.397
S4 74.058 74.262 75.248
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 80.366 79.762 76.824
R3 78.756 78.152 76.381
R2 77.146 77.146 76.233
R1 76.542 76.542 76.086 76.844
PP 75.536 75.536 75.536 75.687
S1 74.932 74.932 75.790 75.234
S2 73.926 73.926 75.643
S3 72.316 73.322 75.495
S4 70.706 71.712 75.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.190 74.530 1.660 2.2% 0.847 1.1% 61% False False 43,273
10 76.190 72.860 3.330 4.4% 0.861 1.1% 81% False False 46,449
20 76.190 72.860 3.330 4.4% 0.715 0.9% 81% False False 34,762
40 76.870 72.860 4.010 5.3% 0.611 0.8% 67% False False 29,251
60 78.655 72.860 5.795 7.7% 0.598 0.8% 46% False False 23,991
80 79.295 72.860 6.435 8.5% 0.572 0.8% 42% False False 18,019
100 81.985 72.860 9.125 12.1% 0.566 0.7% 29% False False 14,449
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 0.236
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.310
2.618 77.429
1.618 76.889
1.000 76.555
0.618 76.349
HIGH 76.015
0.618 75.809
0.500 75.745
0.382 75.681
LOW 75.475
0.618 75.141
1.000 74.935
1.618 74.601
2.618 74.061
4.250 73.180
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 75.745 75.568
PP 75.678 75.560
S1 75.612 75.553

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

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