ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 75.255 75.065 -0.190 -0.3% 76.230
High 75.455 75.340 -0.115 -0.2% 76.400
Low 74.930 74.950 0.020 0.0% 75.060
Close 75.065 75.190 0.125 0.2% 75.070
Range 0.525 0.390 -0.135 -25.7% 1.340
ATR 0.516 0.507 -0.009 -1.7% 0.000
Volume 27,177 22,243 -4,934 -18.2% 102,598
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.330 76.150 75.405
R3 75.940 75.760 75.297
R2 75.550 75.550 75.262
R1 75.370 75.370 75.226 75.460
PP 75.160 75.160 75.160 75.205
S1 74.980 74.980 75.154 75.070
S2 74.770 74.770 75.119
S3 74.380 74.590 75.083
S4 73.990 74.200 74.976
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.530 78.640 75.807
R3 78.190 77.300 75.439
R2 76.850 76.850 75.316
R1 75.960 75.960 75.193 75.735
PP 75.510 75.510 75.510 75.398
S1 74.620 74.620 74.947 74.395
S2 74.170 74.170 74.824
S3 72.830 73.280 74.702
S4 71.490 71.940 74.333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.055 74.930 1.125 1.5% 0.443 0.6% 23% False False 21,934
10 76.870 74.930 1.940 2.6% 0.472 0.6% 13% False False 22,473
20 76.980 74.930 2.050 2.7% 0.522 0.7% 13% False False 23,377
40 78.745 74.930 3.815 5.1% 0.524 0.7% 7% False False 16,559
60 79.705 74.930 4.775 6.4% 0.524 0.7% 5% False False 11,068
80 81.985 74.930 7.055 9.4% 0.512 0.7% 4% False False 8,340
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.096
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.998
2.618 76.361
1.618 75.971
1.000 75.730
0.618 75.581
HIGH 75.340
0.618 75.191
0.500 75.145
0.382 75.099
LOW 74.950
0.618 74.709
1.000 74.560
1.618 74.319
2.618 73.929
4.250 73.293
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 75.175 75.193
PP 75.160 75.192
S1 75.145 75.191

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

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