ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 76.115 76.095 -0.020 0.0% 76.080
High 76.395 76.095 -0.300 -0.4% 76.190
Low 75.835 75.415 -0.420 -0.6% 75.085
Close 76.030 75.632 -0.398 -0.5% 75.579
Range 0.560 0.680 0.120 21.4% 1.105
ATR 0.687 0.686 0.000 -0.1% 0.000
Volume 31,553 31,803 250 0.8% 190,851
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 77.754 77.373 76.006
R3 77.074 76.693 75.819
R2 76.394 76.394 75.757
R1 76.013 76.013 75.694 75.864
PP 75.714 75.714 75.714 75.639
S1 75.333 75.333 75.570 75.184
S2 75.034 75.034 75.507
S3 74.354 74.653 75.445
S4 73.674 73.973 75.258
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% 0.656 0.9% 38% False False 34,211
10 76.540 74.945 1.595 2.1% 0.683 0.9% 43% False False 36,595
20 76.540 72.860 3.680 4.9% 0.717 0.9% 75% False False 38,720
40 76.870 72.860 4.010 5.3% 0.631 0.8% 69% False False 31,155
60 77.675 72.860 4.815 6.4% 0.609 0.8% 58% False False 28,004
80 79.295 72.860 6.435 8.5% 0.583 0.8% 43% False False 21,062
100 81.985 72.860 9.125 12.1% 0.580 0.8% 30% False False 16,883
120 81.985 72.860 9.125 12.1% 0.531 0.7% 30% False False 14,074
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 0.160
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.985
2.618 77.875
1.618 77.195
1.000 76.775
0.618 76.515
HIGH 76.095
0.618 75.835
0.500 75.755
0.382 75.675
LOW 75.415
0.618 74.995
1.000 74.735
1.618 74.315
2.618 73.635
4.250 72.525
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 75.755 75.933
PP 75.714 75.832
S1 75.673 75.732

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

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