ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 75.250 74.875 -0.375 -0.5% 74.130
High 75.370 75.005 -0.365 -0.5% 75.340
Low 74.815 74.590 -0.225 -0.3% 73.880
Close 74.874 74.692 -0.182 -0.2% 75.186
Range 0.555 0.415 -0.140 -25.2% 1.460
ATR 0.603 0.590 -0.013 -2.2% 0.000
Volume 25,437 19,034 -6,403 -25.2% 109,581
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.007 75.765 74.920
R3 75.592 75.350 74.806
R2 75.177 75.177 74.768
R1 74.935 74.935 74.730 74.849
PP 74.762 74.762 74.762 74.719
S1 74.520 74.520 74.654 74.434
S2 74.347 74.347 74.616
S3 73.932 74.105 74.578
S4 73.517 73.690 74.464
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 73.920 1.450 1.9% 0.586 0.8% 53% False False 26,054
10 75.410 73.880 1.530 2.0% 0.593 0.8% 53% False False 15,794
20 77.015 73.880 3.135 4.2% 0.553 0.7% 26% False False 8,049
40 77.015 73.325 3.690 4.9% 0.589 0.8% 37% False False 4,110
60 77.250 73.325 3.925 5.3% 0.503 0.7% 35% False False 2,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.110
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 76.769
2.618 76.091
1.618 75.676
1.000 75.420
0.618 75.261
HIGH 75.005
0.618 74.846
0.500 74.798
0.382 74.749
LOW 74.590
0.618 74.334
1.000 74.175
1.618 73.919
2.618 73.504
4.250 72.826
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 74.798 74.905
PP 74.762 74.834
S1 74.727 74.763

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

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