ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 74.550 75.250 0.700 0.9% 74.130
High 75.340 75.370 0.030 0.0% 75.340
Low 74.440 74.815 0.375 0.5% 73.880
Close 75.186 74.874 -0.312 -0.4% 75.186
Range 0.900 0.555 -0.345 -38.3% 1.460
ATR 0.607 0.603 -0.004 -0.6% 0.000
Volume 36,301 25,437 -10,864 -29.9% 109,581
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.685 76.334 75.179
R3 76.130 75.779 75.027
R2 75.575 75.575 74.976
R1 75.224 75.224 74.925 75.122
PP 75.020 75.020 75.020 74.969
S1 74.669 74.669 74.823 74.567
S2 74.465 74.465 74.772
S3 73.910 74.114 74.721
S4 73.355 73.559 74.569
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.182 78.644 75.989
R3 77.722 77.184 75.588
R2 76.262 76.262 75.454
R1 75.724 75.724 75.320 75.993
PP 74.802 74.802 74.802 74.937
S1 74.264 74.264 75.052 74.533
S2 73.342 73.342 74.918
S3 71.882 72.804 74.785
S4 70.422 71.344 74.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.370 73.880 1.490 2.0% 0.616 0.8% 67% True False 24,608
10 75.410 73.880 1.530 2.0% 0.589 0.8% 65% False False 13,915
20 77.015 73.880 3.135 4.2% 0.558 0.7% 32% False False 7,111
40 77.015 73.325 3.690 4.9% 0.597 0.8% 42% False False 3,636
60 77.250 73.325 3.925 5.2% 0.500 0.7% 39% False False 2,430
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 0.098
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.729
2.618 76.823
1.618 76.268
1.000 75.925
0.618 75.713
HIGH 75.370
0.618 75.158
0.500 75.093
0.382 75.027
LOW 74.815
0.618 74.472
1.000 74.260
1.618 73.917
2.618 73.362
4.250 72.456
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 75.093 74.819
PP 75.020 74.765
S1 74.947 74.710

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

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