ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 73.185 73.310 0.125 0.2% 74.300
High 73.480 73.490 0.010 0.0% 74.520
Low 72.895 73.010 0.115 0.2% 73.015
Close 73.139 73.315 0.176 0.2% 73.107
Range 0.585 0.480 -0.105 -17.9% 1.505
ATR 0.567 0.561 -0.006 -1.1% 0.000
Volume 23,137 24,543 1,406 6.1% 108,946
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 74.712 74.493 73.579
R3 74.232 74.013 73.447
R2 73.752 73.752 73.403
R1 73.533 73.533 73.359 73.643
PP 73.272 73.272 73.272 73.326
S1 73.053 73.053 73.271 73.163
S2 72.792 72.792 73.227
S3 72.312 72.573 73.183
S4 71.832 72.093 73.051
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.062 77.090 73.935
R3 76.557 75.585 73.521
R2 75.052 75.052 73.383
R1 74.080 74.080 73.245 73.814
PP 73.547 73.547 73.547 73.414
S1 72.575 72.575 72.969 72.309
S2 72.042 72.042 72.831
S3 70.537 71.070 72.693
S4 69.032 69.565 72.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.205 72.895 1.310 1.8% 0.530 0.7% 32% False False 24,778
10 75.845 72.895 2.950 4.0% 0.569 0.8% 14% False False 23,075
20 76.400 72.895 3.505 4.8% 0.534 0.7% 12% False False 23,428
40 77.675 72.895 4.780 6.5% 0.561 0.8% 9% False False 24,044
60 79.295 72.895 6.400 8.7% 0.533 0.7% 7% False False 16,271
80 81.760 72.895 8.865 12.1% 0.545 0.7% 5% False False 12,224
100 81.985 72.895 9.090 12.4% 0.509 0.7% 5% False False 9,805
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.174
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.530
2.618 74.747
1.618 74.267
1.000 73.970
0.618 73.787
HIGH 73.490
0.618 73.307
0.500 73.250
0.382 73.193
LOW 73.010
0.618 72.713
1.000 72.530
1.618 72.233
2.618 71.753
4.250 70.970
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 73.293 73.274
PP 73.272 73.233
S1 73.250 73.193

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

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