ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 74.830 74.525 -0.305 -0.4% 75.845
High 74.840 74.955 0.115 0.2% 76.540
Low 74.495 74.345 -0.150 -0.2% 74.895
Close 74.696 74.731 0.035 0.0% 74.955
Range 0.345 0.610 0.265 76.8% 1.645
ATR 0.676 0.671 -0.005 -0.7% 0.000
Volume 25,853 31,753 5,900 22.8% 156,262
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.507 76.229 75.067
R3 75.897 75.619 74.899
R2 75.287 75.287 74.843
R1 75.009 75.009 74.787 75.148
PP 74.677 74.677 74.677 74.747
S1 74.399 74.399 74.675 74.538
S2 74.067 74.067 74.619
S3 73.457 73.789 74.563
S4 72.847 73.179 74.396
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.398 79.322 75.860
R3 78.753 77.677 75.407
R2 77.108 77.108 75.257
R1 76.032 76.032 75.106 75.748
PP 75.463 75.463 75.463 75.321
S1 74.387 74.387 74.804 74.103
S2 73.818 73.818 74.653
S3 72.173 72.742 74.503
S4 70.528 71.097 74.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.395 74.345 2.050 2.7% 0.594 0.8% 19% False True 29,588
10 76.540 74.345 2.195 2.9% 0.604 0.8% 18% False True 32,840
20 76.540 72.860 3.680 4.9% 0.732 1.0% 51% False False 39,645
40 76.540 72.860 3.680 4.9% 0.633 0.8% 51% False False 31,536
60 77.675 72.860 4.815 6.4% 0.618 0.8% 39% False False 29,244
80 79.295 72.860 6.435 8.6% 0.583 0.8% 29% False False 22,115
100 81.760 72.860 8.900 11.9% 0.583 0.8% 21% False False 17,708
120 81.985 72.860 9.125 12.2% 0.546 0.7% 21% False False 14,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.107
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.548
2.618 76.552
1.618 75.942
1.000 75.565
0.618 75.332
HIGH 74.955
0.618 74.722
0.500 74.650
0.382 74.578
LOW 74.345
0.618 73.968
1.000 73.735
1.618 73.358
2.618 72.748
4.250 71.753
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 74.704 75.008
PP 74.677 74.915
S1 74.650 74.823

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

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