ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 28-Apr-2011

Day Change Summary
	Previous	Current
	27-Apr-2011	28-Apr-2011	Change	Change %	Previous Week
Open	74.220	73.875	-0.345	-0.5%	75.620
High	74.555	73.875	-0.680	-0.9%	76.350
Low	73.890	73.535	-0.355	-0.5%	74.510
Close	74.116	73.736	-0.380	-0.5%	74.605
Range	0.665	0.340	-0.325	-48.9%	1.840
ATR	0.453	0.462	0.009	2.0%	0.000
Volume	39	54	15	38.5%	321

Daily Pivots for day following 28-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	74.735	74.576	73.923
R3	74.395	74.236	73.830
R2	74.055	74.055	73.798
R1	73.896	73.896	73.767	73.806
PP	73.715	73.715	73.715	73.670
S1	73.556	73.556	73.705	73.466
S2	73.375	73.375	73.674
S3	73.035	73.216	73.643
S4	72.695	72.876	73.549

Weekly Pivots for week ending 22-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.675	79.480	75.617
R3	78.835	77.640	75.111
R2	76.995	76.995	74.942
R1	75.800	75.800	74.774	75.478
PP	75.155	75.155	75.155	74.994
S1	73.960	73.960	74.436	73.638
S2	73.315	73.315	74.268
S3	71.475	72.120	74.099
S4	69.635	70.280	73.593

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.950	73.535	1.415	1.9%	0.450	0.6%	14%	False	True	44
10	76.350	73.535	2.815	3.8%	0.470	0.6%	7%	False	True	53
20	77.250	73.535	3.715	5.0%	0.382	0.5%	5%	False	True	35

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	0.096
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	75.320
2.618	74.765
1.618	74.425
1.000	74.215
0.618	74.085
HIGH	73.875
0.618	73.745
0.500	73.705
0.382	73.665
LOW	73.535
0.618	73.325
1.000	73.195
1.618	72.985
2.618	72.645
4.250	72.090

Fisher Pivots for day following 28-Apr-2011
Pivot	1 day	3 day
R1	73.726	74.243
PP	73.715	74.074
S1	73.705	73.905

Download as Excel Spreadsheet

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

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