ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 74.130 74.805 0.675 0.9% 73.770
High 74.935 74.950 0.015 0.0% 74.935
Low 74.045 74.596 0.551 0.7% 73.515
Close 74.798 74.596 -0.202 -0.3% 74.798
Range 0.890 0.354 -0.536 -60.2% 1.420
ATR 0.657 0.636 -0.022 -3.3% 0.000
Volume 19,307 1,282 -18,025 -93.4% 164,500
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 75.776 75.540 74.791
R3 75.422 75.186 74.693
R2 75.068 75.068 74.661
R1 74.832 74.832 74.628 74.773
PP 74.714 74.714 74.714 74.685
S1 74.478 74.478 74.564 74.419
S2 74.360 74.360 74.531
S3 74.006 74.124 74.499
S4 73.652 73.770 74.401
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.676 78.157 75.579
R3 77.256 76.737 75.189
R2 75.836 75.836 75.058
R1 75.317 75.317 74.928 75.577
PP 74.416 74.416 74.416 74.546
S1 73.897 73.897 74.668 74.157
S2 72.996 72.996 74.538
S3 71.576 72.477 74.408
S4 70.156 71.057 74.017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.950 73.515 1.435 1.9% 0.571 0.8% 75% True False 26,491
10 74.955 73.515 1.440 1.9% 0.570 0.8% 75% False False 28,848
20 76.540 73.515 3.025 4.1% 0.605 0.8% 36% False False 31,779
40 76.540 72.860 3.680 4.9% 0.662 0.9% 47% False False 32,817
60 76.870 72.860 4.010 5.4% 0.610 0.8% 43% False False 29,589
80 78.655 72.860 5.795 7.8% 0.595 0.8% 30% False False 24,989
100 79.295 72.860 6.435 8.6% 0.578 0.8% 27% False False 20,009
120 81.985 72.860 9.125 12.2% 0.566 0.8% 19% False False 16,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.107
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.455
2.618 75.877
1.618 75.523
1.000 75.304
0.618 75.169
HIGH 74.950
0.618 74.815
0.500 74.773
0.382 74.731
LOW 74.596
0.618 74.377
1.000 74.242
1.618 74.023
2.618 73.669
4.250 73.092
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 74.773 74.505
PP 74.714 74.414
S1 74.655 74.323

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

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