ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 76.055 76.210 0.155 0.2% 77.060
High 76.205 76.440 0.235 0.3% 77.515
Low 75.955 76.210 0.255 0.3% 76.345
Close 76.083 76.456 0.373 0.5% 76.426
Range 0.250 0.230 -0.020 -8.0% 1.170
ATR
Volume 2 19 17 850.0% 11
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.059 76.987 76.583
R3 76.829 76.757 76.519
R2 76.599 76.599 76.498
R1 76.527 76.527 76.477 76.563
PP 76.369 76.369 76.369 76.387
S1 76.297 76.297 76.435 76.333
S2 76.139 76.139 76.414
S3 75.909 76.067 76.393
S4 75.679 75.837 76.330
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.272 79.519 77.070
R3 79.102 78.349 76.748
R2 77.932 77.932 76.641
R1 77.179 77.179 76.533 76.971
PP 76.762 76.762 76.762 76.658
S1 76.009 76.009 76.319 75.801
S2 75.592 75.592 76.212
S3 74.422 74.839 76.104
S4 73.252 73.669 75.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.260 75.955 1.305 1.7% 0.343 0.4% 38% False False 13
10 77.977 75.955 2.022 2.6% 0.197 0.3% 25% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.418
2.618 77.042
1.618 76.812
1.000 76.670
0.618 76.582
HIGH 76.440
0.618 76.352
0.500 76.325
0.382 76.298
LOW 76.210
0.618 76.068
1.000 75.980
1.618 75.838
2.618 75.608
4.250 75.233
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 76.412 76.370
PP 76.369 76.284
S1 76.325 76.198

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

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