ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 75.195 75.595 0.400 0.5% 76.795
High 75.195 75.890 0.695 0.9% 76.885
Low 75.195 75.595 0.400 0.5% 75.000
Close 75.415 75.870 0.455 0.6% 75.134
Range 0.000 0.295 0.295 1.885
ATR 0.450 0.452 0.002 0.4% 0.000
Volume 2 2 0 0.0% 58
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.670 76.565 76.032
R3 76.375 76.270 75.951
R2 76.080 76.080 75.924
R1 75.975 75.975 75.897 76.028
PP 75.785 75.785 75.785 75.811
S1 75.680 75.680 75.843 75.733
S2 75.490 75.490 75.816
S3 75.195 75.385 75.789
S4 74.900 75.090 75.708
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 75.890 74.955 0.935 1.2% 0.232 0.3% 98% True False 9
10 76.885 74.955 1.930 2.5% 0.251 0.3% 47% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.144
2.618 76.662
1.618 76.367
1.000 76.185
0.618 76.072
HIGH 75.890
0.618 75.777
0.500 75.743
0.382 75.708
LOW 75.595
0.618 75.413
1.000 75.300
1.618 75.118
2.618 74.823
4.250 74.341
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 75.828 75.721
PP 75.785 75.572
S1 75.743 75.423

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

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