ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 75.975 75.920 -0.055 -0.1% 75.250
High 76.505 76.250 -0.255 -0.3% 76.505
Low 75.855 75.355 -0.500 -0.7% 74.590
Close 76.224 75.461 -0.763 -1.0% 75.461
Range 0.650 0.895 0.245 37.7% 1.915
ATR 0.651 0.668 0.017 2.7% 0.000
Volume 35,293 33,730 -1,563 -4.4% 154,647
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.374 77.812 75.953
R3 77.479 76.917 75.707
R2 76.584 76.584 75.625
R1 76.022 76.022 75.543 75.856
PP 75.689 75.689 75.689 75.605
S1 75.127 75.127 75.379 74.961
S2 74.794 74.794 75.297
S3 73.899 74.232 75.215
S4 73.004 73.337 74.969
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 81.264 80.277 76.514
R3 79.349 78.362 75.988
R2 77.434 77.434 75.812
R1 76.447 76.447 75.637 76.941
PP 75.519 75.519 75.519 75.765
S1 74.532 74.532 75.285 75.026
S2 73.604 73.604 75.110
S3 71.689 72.617 74.934
S4 69.774 70.702 74.408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.505 74.590 1.915 2.5% 0.766 1.0% 45% False False 30,929
10 76.505 73.880 2.625 3.5% 0.674 0.9% 60% False False 26,422
20 77.015 73.880 3.135 4.2% 0.613 0.8% 50% False False 13,528
40 77.015 73.325 3.690 4.9% 0.623 0.8% 58% False False 6,858
60 77.250 73.325 3.925 5.2% 0.537 0.7% 54% False False 4,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.122
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.054
2.618 78.593
1.618 77.698
1.000 77.145
0.618 76.803
HIGH 76.250
0.618 75.908
0.500 75.803
0.382 75.697
LOW 75.355
0.618 74.802
1.000 74.460
1.618 73.907
2.618 73.012
4.250 71.551
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 75.803 75.663
PP 75.689 75.595
S1 75.575 75.528

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

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