ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 75.820 75.415 -0.405 -0.5% 75.025
High 76.015 75.735 -0.280 -0.4% 76.140
Low 75.475 75.230 -0.245 -0.3% 74.530
Close 75.545 75.632 0.087 0.1% 75.938
Range 0.540 0.505 -0.035 -6.5% 1.610
ATR 0.709 0.694 -0.015 -2.1% 0.000
Volume 40,035 31,703 -8,332 -20.8% 223,717
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 77.047 76.845 75.910
R3 76.542 76.340 75.771
R2 76.037 76.037 75.725
R1 75.835 75.835 75.678 75.936
PP 75.532 75.532 75.532 75.583
S1 75.330 75.330 75.586 75.431
S2 75.027 75.027 75.539
S3 74.522 74.825 75.493
S4 74.017 74.320 75.354
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 80.366 79.762 76.824
R3 78.756 78.152 76.381
R2 77.146 77.146 76.233
R1 76.542 76.542 76.086 76.844
PP 75.536 75.536 75.536 75.687
S1 74.932 74.932 75.790 75.234
S2 73.926 73.926 75.643
S3 72.316 73.322 75.495
S4 70.706 71.712 75.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.190 74.945 1.245 1.6% 0.730 1.0% 55% False False 38,589
10 76.190 72.985 3.205 4.2% 0.849 1.1% 83% False False 45,958
20 76.190 72.860 3.330 4.4% 0.708 0.9% 83% False False 35,242
40 76.870 72.860 4.010 5.3% 0.616 0.8% 69% False False 29,503
60 78.040 72.860 5.180 6.8% 0.595 0.8% 54% False False 24,517
80 79.295 72.860 6.435 8.5% 0.572 0.8% 43% False False 18,414
100 81.985 72.860 9.125 12.1% 0.568 0.8% 30% False False 14,766
120 82.150 72.860 9.290 12.3% 0.512 0.7% 30% False False 12,312
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.233
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 77.881
2.618 77.057
1.618 76.552
1.000 76.240
0.618 76.047
HIGH 75.735
0.618 75.542
0.500 75.483
0.382 75.423
LOW 75.230
0.618 74.918
1.000 74.725
1.618 74.413
2.618 73.908
4.250 73.084
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 75.582 75.710
PP 75.532 75.684
S1 75.483 75.658

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

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