ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 75.375 75.230 -0.145 -0.2% 76.795
High 75.375 75.295 -0.080 -0.1% 76.885
Low 75.020 75.000 -0.020 0.0% 75.000
Close 75.105 75.134 0.029 0.0% 75.134
Range 0.355 0.295 -0.060 -16.9% 1.885
ATR 0.507 0.492 -0.015 -3.0% 0.000
Volume 5 20 15 300.0% 58
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.028 75.876 75.296
R3 75.733 75.581 75.215
R2 75.438 75.438 75.188
R1 75.286 75.286 75.161 75.215
PP 75.143 75.143 75.143 75.107
S1 74.991 74.991 75.107 74.920
S2 74.848 74.848 75.080
S3 74.553 74.696 75.053
S4 74.258 74.401 74.972
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.328 80.116 76.171
R3 79.443 78.231 75.652
R2 77.558 77.558 75.480
R1 76.346 76.346 75.307 76.010
PP 75.673 75.673 75.673 75.505
S1 74.461 74.461 74.961 74.125
S2 73.788 73.788 74.788
S3 71.903 72.576 74.616
S4 70.018 70.691 74.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.885 75.000 1.885 2.5% 0.368 0.5% 7% False True 11
10 76.885 75.000 1.885 2.5% 0.236 0.3% 7% False True 9
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.549
2.618 76.067
1.618 75.772
1.000 75.590
0.618 75.477
HIGH 75.295
0.618 75.182
0.500 75.148
0.382 75.113
LOW 75.000
0.618 74.818
1.000 74.705
1.618 74.523
2.618 74.228
4.250 73.746
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 75.148 75.378
PP 75.143 75.296
S1 75.139 75.215

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

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