ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 76.270 76.070 -0.200 -0.3% 76.255
High 76.480 76.070 -0.410 -0.5% 77.420
Low 76.100 75.760 -0.340 -0.4% 75.875
Close 76.233 75.963 -0.270 -0.4% 75.970
Range 0.380 0.310 -0.070 -18.4% 1.545
ATR 0.480 0.479 0.000 -0.1% 0.000
Volume 81 92 11 13.6% 761
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.861 76.722 76.134
R3 76.551 76.412 76.048
R2 76.241 76.241 76.020
R1 76.102 76.102 75.991 76.017
PP 75.931 75.931 75.931 75.888
S1 75.792 75.792 75.935 75.707
S2 75.621 75.621 75.906
S3 75.311 75.482 75.878
S4 75.001 75.172 75.793
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 76.790 75.760 1.030 1.4% 0.386 0.5% 20% False True 149
10 77.420 75.595 1.825 2.4% 0.413 0.5% 20% False False 95
20 77.420 74.955 2.465 3.2% 0.328 0.4% 41% False False 51
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 0.067
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.388
2.618 76.882
1.618 76.572
1.000 76.380
0.618 76.262
HIGH 76.070
0.618 75.952
0.500 75.915
0.382 75.878
LOW 75.760
0.618 75.568
1.000 75.450
1.618 75.258
2.618 74.948
4.250 74.443
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 75.947 76.120
PP 75.931 76.068
S1 75.915 76.015

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

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