ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 76.260 76.000 -0.260 -0.3% 76.500
High 76.300 76.010 -0.290 -0.4% 76.720
Low 76.240 75.550 -0.690 -0.9% 75.550
Close 76.230 75.703 -0.527 -0.7% 75.703
Range 0.060 0.460 0.400 666.7% 1.170
ATR 0.348 0.371 0.024 6.8% 0.000
Volume 8 13 5 62.5% 99
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.134 76.879 75.956
R3 76.674 76.419 75.830
R2 76.214 76.214 75.787
R1 75.959 75.959 75.745 75.857
PP 75.754 75.754 75.754 75.703
S1 75.499 75.499 75.661 75.397
S2 75.294 75.294 75.619
S3 74.834 75.039 75.577
S4 74.374 74.579 75.450
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.501 78.772 76.347
R3 78.331 77.602 76.025
R2 77.161 77.161 75.918
R1 76.432 76.432 75.810 76.212
PP 75.991 75.991 75.991 75.881
S1 75.262 75.262 75.596 75.042
S2 74.821 74.821 75.489
S3 73.651 74.092 75.381
S4 72.481 72.922 75.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.720 75.550 1.170 1.5% 0.263 0.3% 13% False True 19
10 77.250 75.550 1.700 2.2% 0.283 0.4% 9% False True 13
20 77.515 75.550 1.965 2.6% 0.294 0.4% 8% False True 13
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 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.965
2.618 77.214
1.618 76.754
1.000 76.470
0.618 76.294
HIGH 76.010
0.618 75.834
0.500 75.780
0.382 75.726
LOW 75.550
0.618 75.266
1.000 75.090
1.618 74.806
2.618 74.346
4.250 73.595
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 75.780 76.008
PP 75.754 75.906
S1 75.729 75.805

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

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