ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 75.975 76.010 0.035 0.0% 75.640
High 76.305 76.645 0.340 0.4% 76.645
Low 75.745 75.490 -0.255 -0.3% 75.020
Close 75.922 76.428 0.506 0.7% 76.428
Range 0.560 1.155 0.595 106.3% 1.625
ATR 0.585 0.626 0.041 7.0% 0.000
Volume 441 318 -123 -27.9% 1,652
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 79.653 79.195 77.063
R3 78.498 78.040 76.746
R2 77.343 77.343 76.640
R1 76.885 76.885 76.534 77.114
PP 76.188 76.188 76.188 76.302
S1 75.730 75.730 76.322 75.959
S2 75.033 75.033 76.216
S3 73.878 74.575 76.110
S4 72.723 73.420 75.793
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 80.906 80.292 77.322
R3 79.281 78.667 76.875
R2 77.656 77.656 76.726
R1 77.042 77.042 76.577 77.349
PP 76.031 76.031 76.031 76.185
S1 75.417 75.417 76.279 75.724
S2 74.406 74.406 76.130
S3 72.781 73.792 75.981
S4 71.156 72.167 75.534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.645 75.020 1.625 2.1% 0.789 1.0% 87% True False 330
10 76.645 73.325 3.320 4.3% 0.764 1.0% 93% True False 226
20 76.645 73.325 3.320 4.3% 0.612 0.8% 93% True False 143
40 77.250 73.325 3.925 5.1% 0.465 0.6% 79% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.216
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.554
2.618 79.669
1.618 78.514
1.000 77.800
0.618 77.359
HIGH 76.645
0.618 76.204
0.500 76.068
0.382 75.931
LOW 75.490
0.618 74.776
1.000 74.335
1.618 73.621
2.618 72.466
4.250 70.581
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 76.308 76.230
PP 76.188 76.031
S1 76.068 75.833

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

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