ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 75.990 76.185 0.195 0.3% 76.255
High 75.990 76.205 0.215 0.3% 77.420
Low 75.990 75.880 -0.110 -0.1% 75.875
Close 76.022 75.970 -0.052 -0.1% 75.970
Range 0.000 0.325 0.325 1.545
ATR 0.489 0.477 -0.012 -2.4% 0.000
Volume 116 46 -70 -60.3% 761
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.993 76.807 76.149
R3 76.668 76.482 76.059
R2 76.343 76.343 76.030
R1 76.157 76.157 76.000 76.088
PP 76.018 76.018 76.018 75.984
S1 75.832 75.832 75.940 75.763
S2 75.693 75.693 75.910
S3 75.368 75.507 75.881
S4 75.043 75.182 75.791
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.057 80.058 76.820
R3 79.512 78.513 76.395
R2 77.967 77.967 76.253
R1 76.968 76.968 76.112 76.695
PP 76.422 76.422 76.422 76.285
S1 75.423 75.423 75.828 75.150
S2 74.877 74.877 75.687
S3 73.332 73.878 75.545
S4 71.787 72.333 75.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.420 75.875 1.545 2.0% 0.539 0.7% 6% False False 152
10 77.420 74.955 2.465 3.2% 0.365 0.5% 41% False False 79
20 77.420 74.955 2.465 3.2% 0.301 0.4% 41% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.586
2.618 77.056
1.618 76.731
1.000 76.530
0.618 76.406
HIGH 76.205
0.618 76.081
0.500 76.043
0.382 76.004
LOW 75.880
0.618 75.679
1.000 75.555
1.618 75.354
2.618 75.029
4.250 74.499
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 76.043 76.333
PP 76.018 76.212
S1 75.994 76.091

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

View Archives - Comment on this page... - Back to Index of Symbols