ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 75.260 75.095 -0.165 -0.2% 75.250
High 75.455 75.310 -0.145 -0.2% 76.505
Low 74.920 74.865 -0.055 -0.1% 74.590
Close 74.931 75.188 0.257 0.3% 75.461
Range 0.535 0.445 -0.090 -16.8% 1.915
ATR 0.656 0.641 -0.015 -2.3% 0.000
Volume 27,038 26,543 -495 -1.8% 154,647
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.456 76.267 75.433
R3 76.011 75.822 75.310
R2 75.566 75.566 75.270
R1 75.377 75.377 75.229 75.472
PP 75.121 75.121 75.121 75.168
S1 74.932 74.932 75.147 75.027
S2 74.676 74.676 75.106
S3 74.231 74.487 75.066
S4 73.786 74.042 74.943
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 74.865 1.640 2.2% 0.622 0.8% 20% False True 29,453
10 76.505 74.050 2.455 3.3% 0.692 0.9% 46% False False 30,150
20 76.505 73.880 2.625 3.5% 0.606 0.8% 50% False False 17,385
40 77.015 73.325 3.690 4.9% 0.623 0.8% 50% False False 8,811
60 77.250 73.325 3.925 5.2% 0.541 0.7% 47% False False 5,885
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 0.169
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.201
2.618 76.475
1.618 76.030
1.000 75.755
0.618 75.585
HIGH 75.310
0.618 75.140
0.500 75.088
0.382 75.035
LOW 74.865
0.618 74.590
1.000 74.420
1.618 74.145
2.618 73.700
4.250 72.974
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 75.155 75.408
PP 75.121 75.334
S1 75.088 75.261

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

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