ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 75.615 75.260 -0.355 -0.5% 75.250
High 75.950 75.455 -0.495 -0.7% 76.505
Low 75.365 74.920 -0.445 -0.6% 74.590
Close 75.500 74.931 -0.569 -0.8% 75.461
Range 0.585 0.535 -0.050 -8.5% 1.915
ATR 0.662 0.656 -0.006 -0.9% 0.000
Volume 24,665 27,038 2,373 9.6% 154,647
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.707 76.354 75.225
R3 76.172 75.819 75.078
R2 75.637 75.637 75.029
R1 75.284 75.284 74.980 75.193
PP 75.102 75.102 75.102 75.057
S1 74.749 74.749 74.882 74.658
S2 74.567 74.567 74.833
S3 74.032 74.214 74.784
S4 73.497 73.679 74.637
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 74.820 1.685 2.2% 0.796 1.1% 7% False False 32,375
10 76.505 73.920 2.585 3.4% 0.691 0.9% 39% False False 29,214
20 76.855 73.880 2.975 4.0% 0.610 0.8% 35% False False 16,067
40 77.015 73.325 3.690 4.9% 0.629 0.8% 44% False False 8,148
60 77.250 73.325 3.925 5.2% 0.539 0.7% 41% False False 5,443
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 0.150
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.729
2.618 76.856
1.618 76.321
1.000 75.990
0.618 75.786
HIGH 75.455
0.618 75.251
0.500 75.188
0.382 75.124
LOW 74.920
0.618 74.589
1.000 74.385
1.618 74.054
2.618 73.519
4.250 72.646
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 75.188 75.585
PP 75.102 75.367
S1 75.017 75.149

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

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