ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 76.680 76.270 -0.410 -0.5% 77.060
High 76.805 76.270 -0.535 -0.7% 77.515
Low 76.345 76.070 -0.275 -0.4% 76.345
Close 76.426 76.085 -0.341 -0.4% 76.426
Range 0.460 0.200 -0.260 -56.5% 1.170
ATR
Volume 5 42 37 740.0% 11
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 76.742 76.613 76.195
R3 76.542 76.413 76.140
R2 76.342 76.342 76.122
R1 76.213 76.213 76.103 76.178
PP 76.142 76.142 76.142 76.124
S1 76.013 76.013 76.067 75.978
S2 75.942 75.942 76.048
S3 75.742 75.813 76.030
S4 75.542 75.613 75.975
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.272 79.519 77.070
R3 79.102 78.349 76.748
R2 77.932 77.932 76.641
R1 77.179 77.179 76.533 76.971
PP 76.762 76.762 76.762 76.658
S1 76.009 76.009 76.319 75.801
S2 75.592 75.592 76.212
S3 74.422 74.839 76.104
S4 73.252 73.669 75.783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.515 76.070 1.445 1.9% 0.298 0.4% 1% False True 10
10 77.977 76.070 1.907 2.5% 0.149 0.2% 1% False True 60
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.120
2.618 76.794
1.618 76.594
1.000 76.470
0.618 76.394
HIGH 76.270
0.618 76.194
0.500 76.170
0.382 76.146
LOW 76.070
0.618 75.946
1.000 75.870
1.618 75.746
2.618 75.546
4.250 75.220
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 76.170 76.665
PP 76.142 76.472
S1 76.113 76.278

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

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