ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 76.210 76.555 0.345 0.5% 77.060
High 76.440 76.575 0.135 0.2% 77.515
Low 76.210 76.185 -0.025 0.0% 76.345
Close 76.456 76.328 -0.128 -0.2% 76.426
Range 0.230 0.390 0.160 69.6% 1.170
ATR 0.000 0.374 0.374 0.000
Volume 19 9 -10 -52.6% 11
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.533 77.320 76.543
R3 77.143 76.930 76.435
R2 76.753 76.753 76.400
R1 76.540 76.540 76.364 76.452
PP 76.363 76.363 76.363 76.318
S1 76.150 76.150 76.292 76.062
S2 75.973 75.973 76.257
S3 75.583 75.760 76.221
S4 75.193 75.370 76.114
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 76.805 75.955 0.850 1.1% 0.306 0.4% 44% False False 15
10 77.515 75.955 1.560 2.0% 0.236 0.3% 24% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.233
2.618 77.596
1.618 77.206
1.000 76.965
0.618 76.816
HIGH 76.575
0.618 76.426
0.500 76.380
0.382 76.334
LOW 76.185
0.618 75.944
1.000 75.795
1.618 75.554
2.618 75.164
4.250 74.528
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 76.380 76.307
PP 76.363 76.286
S1 76.345 76.265

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

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