ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 75.095 75.350 0.255 0.3% 75.250
High 75.310 76.250 0.940 1.2% 76.505
Low 74.865 75.350 0.485 0.6% 74.590
Close 75.188 75.904 0.716 1.0% 75.461
Range 0.445 0.900 0.455 102.2% 1.915
ATR 0.641 0.671 0.030 4.7% 0.000
Volume 26,543 35,972 9,429 35.5% 154,647
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.535 78.119 76.399
R3 77.635 77.219 76.152
R2 76.735 76.735 76.069
R1 76.319 76.319 75.987 76.527
PP 75.835 75.835 75.835 75.939
S1 75.419 75.419 75.822 75.627
S2 74.935 74.935 75.739
S3 74.035 74.519 75.657
S4 73.135 73.619 75.409
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 76.250 74.865 1.385 1.8% 0.672 0.9% 75% True False 29,589
10 76.505 74.440 2.065 2.7% 0.720 0.9% 71% False False 30,516
20 76.505 73.880 2.625 3.5% 0.627 0.8% 77% False False 19,169
40 77.015 73.325 3.690 4.9% 0.637 0.8% 70% False False 9,709
60 77.250 73.325 3.925 5.2% 0.552 0.7% 66% False False 6,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.147
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.075
2.618 78.606
1.618 77.706
1.000 77.150
0.618 76.806
HIGH 76.250
0.618 75.906
0.500 75.800
0.382 75.694
LOW 75.350
0.618 74.794
1.000 74.450
1.618 73.894
2.618 72.994
4.250 71.525
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 75.869 75.789
PP 75.835 75.673
S1 75.800 75.558

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

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