ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 76.445 76.115 -0.330 -0.4% 76.080
High 76.450 76.395 -0.055 -0.1% 76.190
Low 75.960 75.835 -0.125 -0.2% 75.085
Close 76.023 76.030 0.007 0.0% 75.579
Range 0.490 0.560 0.070 14.3% 1.105
ATR 0.696 0.687 -0.010 -1.4% 0.000
Volume 27,182 31,553 4,371 16.1% 190,851
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 77.767 77.458 76.338
R3 77.207 76.898 76.184
R2 76.647 76.647 76.133
R1 76.338 76.338 76.081 76.213
PP 76.087 76.087 76.087 76.024
S1 75.778 75.778 75.979 75.653
S2 75.527 75.527 75.927
S3 74.967 75.218 75.876
S4 74.407 74.658 75.722
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% 0.625 0.8% 65% False False 36,062
10 76.540 74.945 1.595 2.1% 0.678 0.9% 68% False False 37,326
20 76.540 72.860 3.680 4.8% 0.706 0.9% 86% False False 38,440
40 76.870 72.860 4.010 5.3% 0.625 0.8% 79% False False 30,917
60 77.675 72.860 4.815 6.3% 0.609 0.8% 66% False False 27,485
80 79.295 72.860 6.435 8.5% 0.579 0.8% 49% False False 20,666
100 81.985 72.860 9.125 12.0% 0.580 0.8% 35% False False 16,565
120 81.985 72.860 9.125 12.0% 0.527 0.7% 35% False False 13,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.189
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.775
2.618 77.861
1.618 77.301
1.000 76.955
0.618 76.741
HIGH 76.395
0.618 76.181
0.500 76.115
0.382 76.049
LOW 75.835
0.618 75.489
1.000 75.275
1.618 74.929
2.618 74.369
4.250 73.455
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 76.115 76.183
PP 76.087 76.132
S1 76.058 76.081

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

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