ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 76.290 75.870 -0.420 -0.6% 76.810
High 76.765 76.005 -0.760 -1.0% 77.390
Low 75.790 75.590 -0.200 -0.3% 75.790
Close 75.971 75.655 -0.316 -0.4% 75.971
Range 0.975 0.415 -0.560 -57.4% 1.600
ATR 0.599 0.586 -0.013 -2.2% 0.000
Volume 25,155 20,854 -4,301 -17.1% 144,799
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 76.995 76.740 75.883
R3 76.580 76.325 75.769
R2 76.165 76.165 75.731
R1 75.910 75.910 75.693 75.830
PP 75.750 75.750 75.750 75.710
S1 75.495 75.495 75.617 75.415
S2 75.335 75.335 75.579
S3 74.920 75.080 75.541
S4 74.505 74.665 75.427
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 81.184 80.177 76.851
R3 79.584 78.577 76.411
R2 77.984 77.984 76.264
R1 76.977 76.977 76.118 76.681
PP 76.384 76.384 76.384 76.235
S1 75.377 75.377 75.824 75.081
S2 74.784 74.784 75.678
S3 73.184 73.777 75.531
S4 71.584 72.177 75.091
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.390 75.590 1.800 2.4% 0.705 0.9% 4% False True 28,644
10 77.675 75.590 2.085 2.8% 0.659 0.9% 3% False True 25,622
20 78.655 75.590 3.065 4.1% 0.572 0.8% 2% False True 13,470
40 79.295 75.590 3.705 4.9% 0.533 0.7% 2% False True 6,786
60 81.985 75.590 6.395 8.5% 0.535 0.7% 1% False True 4,580
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.150
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 77.769
2.618 77.091
1.618 76.676
1.000 76.420
0.618 76.261
HIGH 76.005
0.618 75.846
0.500 75.798
0.382 75.749
LOW 75.590
0.618 75.334
1.000 75.175
1.618 74.919
2.618 74.504
4.250 73.826
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 75.798 76.285
PP 75.750 76.075
S1 75.703 75.865

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

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