ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 73.955 73.585 -0.370 -0.5% 74.830
High 74.065 73.995 -0.070 -0.1% 74.955
Low 73.515 73.560 0.045 0.1% 73.725
Close 73.528 73.939 0.411 0.6% 73.807
Range 0.550 0.435 -0.115 -20.9% 1.230
ATR 0.654 0.641 -0.013 -2.0% 0.000
Volume 32,443 40,925 8,482 26.1% 122,698
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 75.136 74.973 74.178
R3 74.701 74.538 74.059
R2 74.266 74.266 74.019
R1 74.103 74.103 73.979 74.185
PP 73.831 73.831 73.831 73.872
S1 73.668 73.668 73.899 73.750
S2 73.396 73.396 73.859
S3 72.961 73.233 73.819
S4 72.526 72.798 73.700
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 77.852 77.060 74.484
R3 76.622 75.830 74.145
R2 75.392 75.392 74.033
R1 74.600 74.600 73.920 74.381
PP 74.162 74.162 74.162 74.053
S1 73.370 73.370 73.694 73.151
S2 72.932 72.932 73.582
S3 71.702 72.140 73.469
S4 70.472 70.910 73.131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.955 73.515 1.440 1.9% 0.576 0.8% 29% False False 34,356
10 76.395 73.515 2.880 3.9% 0.585 0.8% 15% False False 31,972
20 76.540 73.515 3.025 4.1% 0.658 0.9% 14% False False 35,827
40 76.540 72.860 3.680 5.0% 0.652 0.9% 29% False False 33,181
60 77.390 72.860 4.530 6.1% 0.615 0.8% 24% False False 30,224
80 79.125 72.860 6.265 8.5% 0.588 0.8% 17% False False 24,256
100 80.085 72.860 7.225 9.8% 0.580 0.8% 15% False False 19,421
120 81.985 72.860 9.125 12.3% 0.554 0.7% 12% False False 16,209
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.099
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.844
2.618 75.134
1.618 74.699
1.000 74.430
0.618 74.264
HIGH 73.995
0.618 73.829
0.500 73.778
0.382 73.726
LOW 73.560
0.618 73.291
1.000 73.125
1.618 72.856
2.618 72.421
4.250 71.711
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 73.885 73.893
PP 73.831 73.846
S1 73.778 73.800

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

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