ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 74.925 75.265 0.340 0.5% 76.190
High 75.535 75.745 0.210 0.3% 76.590
Low 74.770 75.150 0.380 0.5% 74.505
Close 75.440 75.257 -0.183 -0.2% 74.674
Range 0.765 0.595 -0.170 -22.2% 2.085
ATR 0.662 0.657 -0.005 -0.7% 0.000
Volume 19,823 21,496 1,673 8.4% 148,338
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.169 76.808 75.584
R3 76.574 76.213 75.421
R2 75.979 75.979 75.366
R1 75.618 75.618 75.312 75.501
PP 75.384 75.384 75.384 75.326
S1 75.023 75.023 75.202 74.906
S2 74.789 74.789 75.148
S3 74.194 74.428 75.093
S4 73.599 73.833 74.930
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.511 80.178 75.821
R3 79.426 78.093 75.247
R2 77.341 77.341 75.056
R1 76.008 76.008 74.865 75.632
PP 75.256 75.256 75.256 75.069
S1 73.923 73.923 74.483 73.547
S2 73.171 73.171 74.292
S3 71.086 71.838 74.101
S4 69.001 69.753 73.527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.745 74.505 1.240 1.6% 0.560 0.7% 61% True False 21,838
10 76.590 74.505 2.085 2.8% 0.663 0.9% 36% False False 27,507
20 76.590 74.050 2.540 3.4% 0.678 0.9% 48% False False 28,829
40 77.015 73.880 3.135 4.2% 0.626 0.8% 44% False False 15,646
60 77.015 73.325 3.690 4.9% 0.604 0.8% 52% False False 10,467
80 77.515 73.325 4.190 5.6% 0.531 0.7% 46% False False 7,854
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.149
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.274
2.618 77.303
1.618 76.708
1.000 76.340
0.618 76.113
HIGH 75.745
0.618 75.518
0.500 75.448
0.382 75.377
LOW 75.150
0.618 74.782
1.000 74.555
1.618 74.187
2.618 73.592
4.250 72.621
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 75.448 75.218
PP 75.384 75.179
S1 75.321 75.140

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

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