ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 73.280 74.260 0.980 1.3% 73.185
High 74.420 75.180 0.760 1.0% 75.180
Low 72.985 74.110 1.125 1.5% 72.860
Close 74.375 75.080 0.705 0.9% 75.080
Range 1.435 1.070 -0.365 -25.4% 2.320
ATR 0.627 0.659 0.032 5.0% 0.000
Volume 60,862 66,993 6,131 10.1% 212,144
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 78.000 77.610 75.669
R3 76.930 76.540 75.374
R2 75.860 75.860 75.276
R1 75.470 75.470 75.178 75.665
PP 74.790 74.790 74.790 74.888
S1 74.400 74.400 74.982 74.595
S2 73.720 73.720 74.884
S3 72.650 73.330 74.786
S4 71.580 72.260 74.492
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 81.333 80.527 76.356
R3 79.013 78.207 75.718
R2 76.693 76.693 75.505
R1 75.887 75.887 75.293 76.290
PP 74.373 74.373 74.373 74.575
S1 73.567 73.567 74.867 73.970
S2 72.053 72.053 74.655
S3 69.733 71.247 74.442
S4 67.413 68.927 73.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.180 72.860 2.320 3.1% 0.838 1.1% 96% True False 42,428
10 75.180 72.860 2.320 3.1% 0.682 0.9% 96% True False 32,109
20 76.055 72.860 3.195 4.3% 0.632 0.8% 69% False False 28,250
40 77.675 72.860 4.815 6.4% 0.595 0.8% 46% False False 26,618
60 79.295 72.860 6.435 8.6% 0.560 0.7% 34% False False 19,009
80 80.085 72.860 7.225 9.6% 0.557 0.7% 31% False False 14,276
100 81.985 72.860 9.125 12.2% 0.529 0.7% 24% False False 11,449
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 0.197
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.728
2.618 77.981
1.618 76.911
1.000 76.250
0.618 75.841
HIGH 75.180
0.618 74.771
0.500 74.645
0.382 74.519
LOW 74.110
0.618 73.449
1.000 73.040
1.618 72.379
2.618 71.309
4.250 69.563
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 74.935 74.727
PP 74.790 74.373
S1 74.645 74.020

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

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