ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 76.095 75.620 -0.475 -0.6% 75.845
High 76.095 75.670 -0.425 -0.6% 76.540
Low 75.415 74.895 -0.520 -0.7% 74.895
Close 75.632 74.955 -0.677 -0.9% 74.955
Range 0.680 0.775 0.095 14.0% 1.645
ATR 0.686 0.693 0.006 0.9% 0.000
Volume 31,803 26,982 -4,821 -15.2% 156,262
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 77.498 77.002 75.381
R3 76.723 76.227 75.168
R2 75.948 75.948 75.097
R1 75.452 75.452 75.026 75.313
PP 75.173 75.173 75.173 75.104
S1 74.677 74.677 74.884 74.538
S2 74.398 74.398 74.813
S3 73.623 73.902 74.742
S4 72.848 73.127 74.529
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.398 79.322 75.860
R3 78.753 77.677 75.407
R2 77.108 77.108 75.257
R1 76.032 76.032 75.106 75.748
PP 75.463 75.463 75.463 75.321
S1 74.387 74.387 74.804 74.103
S2 73.818 73.818 74.653
S3 72.173 72.742 74.503
S4 70.528 71.097 74.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.540 74.895 1.645 2.2% 0.644 0.9% 4% False True 31,252
10 76.540 74.895 1.645 2.2% 0.641 0.9% 4% False True 34,711
20 76.540 72.860 3.680 4.9% 0.738 1.0% 57% False False 39,148
40 76.870 72.860 4.010 5.3% 0.638 0.9% 52% False False 31,252
60 77.675 72.860 4.815 6.4% 0.614 0.8% 44% False False 28,437
80 79.295 72.860 6.435 8.6% 0.583 0.8% 33% False False 21,399
100 81.985 72.860 9.125 12.2% 0.581 0.8% 23% False False 17,145
120 81.985 72.860 9.125 12.2% 0.538 0.7% 23% False False 14,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.118
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.964
2.618 77.699
1.618 76.924
1.000 76.445
0.618 76.149
HIGH 75.670
0.618 75.374
0.500 75.283
0.382 75.191
LOW 74.895
0.618 74.416
1.000 74.120
1.618 73.641
2.618 72.866
4.250 71.601
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 75.283 75.645
PP 75.173 75.415
S1 75.064 75.185

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

View Archives - Comment on this page... - Back to Index of Symbols