ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 79.875 80.525 0.650 0.8% 80.437
High 80.155 80.535 0.380 0.5% 80.915
Low 79.790 80.525 0.735 0.9% 79.875
Close 80.090 80.982 0.892 1.1% 80.887
Range 0.365 0.010 -0.355 -97.3% 1.040
ATR
Volume 62 6 -56 -90.3% 700
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 80.711 80.856 80.988
R3 80.701 80.846 80.985
R2 80.691 80.691 80.984
R1 80.836 80.836 80.983 80.764
PP 80.681 80.681 80.681 80.644
S1 80.826 80.826 80.981 80.754
S2 80.671 80.671 80.980
S3 80.661 80.816 80.979
S4 80.651 80.806 80.977
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 83.679 83.323 81.459
R3 82.639 82.283 81.173
R2 81.599 81.599 81.078
R1 81.243 81.243 80.982 81.421
PP 80.559 80.559 80.559 80.648
S1 80.203 80.203 80.792 80.381
S2 79.519 79.519 80.696
S3 78.479 79.163 80.601
S4 77.439 78.123 80.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.915 79.790 1.125 1.4% 0.206 0.3% 106% False False 25
10 81.690 79.790 1.900 2.3% 0.247 0.3% 63% False False 83
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.578
2.618 80.561
1.618 80.551
1.000 80.545
0.618 80.541
HIGH 80.535
0.618 80.531
0.500 80.530
0.382 80.529
LOW 80.525
0.618 80.519
1.000 80.515
1.618 80.509
2.618 80.499
4.250 80.483
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 80.831 80.729
PP 80.681 80.476
S1 80.530 80.223

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

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