ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 75.845 76.445 0.600 0.8% 76.080
High 76.540 76.450 -0.090 -0.1% 76.190
Low 75.825 75.960 0.135 0.2% 75.085
Close 76.234 76.023 -0.211 -0.3% 75.579
Range 0.715 0.490 -0.225 -31.5% 1.105
ATR 0.712 0.696 -0.016 -2.2% 0.000
Volume 38,742 27,182 -11,560 -29.8% 190,851
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 77.614 77.309 76.293
R3 77.124 76.819 76.158
R2 76.634 76.634 76.113
R1 76.329 76.329 76.068 76.237
PP 76.144 76.144 76.144 76.098
S1 75.839 75.839 75.978 75.747
S2 75.654 75.654 75.933
S3 75.164 75.349 75.888
S4 74.674 74.859 75.754
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 78.933 78.361 76.187
R3 77.828 77.256 75.883
R2 76.723 76.723 75.782
R1 76.151 76.151 75.680 75.885
PP 75.618 75.618 75.618 75.485
S1 75.046 75.046 75.478 74.780
S2 74.513 74.513 75.376
S3 73.408 73.941 75.275
S4 72.303 72.836 74.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.540 75.085 1.455 1.9% 0.614 0.8% 64% False False 36,092
10 76.540 74.530 2.010 2.6% 0.731 1.0% 74% False False 39,683
20 76.540 72.860 3.680 4.8% 0.716 0.9% 86% False False 38,442
40 76.870 72.860 4.010 5.3% 0.624 0.8% 79% False False 30,647
60 77.675 72.860 4.815 6.3% 0.606 0.8% 66% False False 26,968
80 79.295 72.860 6.435 8.5% 0.580 0.8% 49% False False 20,272
100 81.985 72.860 9.125 12.0% 0.579 0.8% 35% False False 16,252
120 81.985 72.860 9.125 12.0% 0.522 0.7% 35% False False 13,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.182
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 78.533
2.618 77.733
1.618 77.243
1.000 76.940
0.618 76.753
HIGH 76.450
0.618 76.263
0.500 76.205
0.382 76.147
LOW 75.960
0.618 75.657
1.000 75.470
1.618 75.167
2.618 74.677
4.250 73.878
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 76.205 75.953
PP 76.144 75.883
S1 76.084 75.813

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

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