ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 76.465 76.260 -0.205 -0.3% 77.060
High 76.465 76.300 -0.165 -0.2% 77.250
Low 76.120 76.240 0.120 0.2% 76.650
Close 76.172 76.230 0.058 0.1% 76.498
Range 0.345 0.060 -0.285 -82.6% 0.600
ATR 0.365 0.348 -0.017 -4.6% 0.000
Volume 31 8 -23 -74.2% 36
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.437 76.393 76.263
R3 76.377 76.333 76.247
R2 76.317 76.317 76.241
R1 76.273 76.273 76.236 76.265
PP 76.257 76.257 76.257 76.253
S1 76.213 76.213 76.225 76.205
S2 76.197 76.197 76.219
S3 76.137 76.153 76.214
S4 76.077 76.093 76.197
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 76.120 1.130 1.5% 0.284 0.4% 10% False False 18
10 77.250 76.120 1.130 1.5% 0.305 0.4% 10% False False 16
20 77.515 75.955 1.560 2.0% 0.271 0.4% 18% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 76.555
2.618 76.457
1.618 76.397
1.000 76.360
0.618 76.337
HIGH 76.300
0.618 76.277
0.500 76.270
0.382 76.263
LOW 76.240
0.618 76.203
1.000 76.180
1.618 76.143
2.618 76.083
4.250 75.985
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 76.270 76.420
PP 76.257 76.357
S1 76.243 76.293

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

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