ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 76.745 76.795 0.050 0.1% 77.060
High 76.745 77.250 0.505 0.7% 77.250
Low 76.650 76.685 0.035 0.0% 76.650
Close 76.527 76.498 -0.029 0.0% 76.498
Range 0.095 0.565 0.470 494.7% 0.600
ATR 0.357 0.383 0.026 7.3% 0.000
Volume 3 4 1 33.3% 36
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.506 78.067 76.809
R3 77.941 77.502 76.653
R2 77.376 77.376 76.602
R1 76.937 76.937 76.550 76.874
PP 76.811 76.811 76.811 76.780
S1 76.372 76.372 76.446 76.309
S2 76.246 76.246 76.394
S3 75.681 75.807 76.343
S4 75.116 75.242 76.187
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.599 78.149 76.828
R3 77.999 77.549 76.663
R2 77.399 77.399 76.608
R1 76.949 76.949 76.553 76.874
PP 76.799 76.799 76.799 76.762
S1 76.349 76.349 76.443 76.274
S2 76.199 76.199 76.388
S3 75.599 75.749 76.333
S4 74.999 75.149 76.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.250 76.650 0.600 0.8% 0.302 0.4% -25% True False 7
10 77.250 75.955 1.295 1.7% 0.327 0.4% 42% True False 15
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 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.651
2.618 78.729
1.618 78.164
1.000 77.815
0.618 77.599
HIGH 77.250
0.618 77.034
0.500 76.968
0.382 76.901
LOW 76.685
0.618 76.336
1.000 76.120
1.618 75.771
2.618 75.206
4.250 74.284
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 76.968 76.950
PP 76.811 76.799
S1 76.655 76.649

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

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