ICE US Dollar Index Future December 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 75.595 75.755 0.160 0.2% 76.795
High 75.890 75.775 -0.115 -0.2% 76.885
Low 75.595 75.625 0.030 0.0% 75.000
Close 75.870 75.687 -0.183 -0.2% 75.134
Range 0.295 0.150 -0.145 -49.2% 1.885
ATR 0.452 0.437 -0.015 -3.3% 0.000
Volume 2 5 3 150.0% 58
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.146 76.066 75.770
R3 75.996 75.916 75.728
R2 75.846 75.846 75.715
R1 75.766 75.766 75.701 75.731
PP 75.696 75.696 75.696 75.678
S1 75.616 75.616 75.673 75.581
S2 75.546 75.546 75.660
S3 75.396 75.466 75.646
S4 75.246 75.316 75.605
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% 0.191 0.3% 78% False False 9
10 76.885 74.955 1.930 2.5% 0.266 0.4% 38% False False 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.413
2.618 76.168
1.618 76.018
1.000 75.925
0.618 75.868
HIGH 75.775
0.618 75.718
0.500 75.700
0.382 75.682
LOW 75.625
0.618 75.532
1.000 75.475
1.618 75.382
2.618 75.232
4.250 74.988
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 75.700 75.639
PP 75.696 75.591
S1 75.691 75.543

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

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