ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 76.555 76.285 -0.270 -0.4% 76.270
High 76.575 76.970 0.395 0.5% 76.970
Low 76.185 76.285 0.100 0.1% 75.955
Close 76.328 76.900 0.572 0.7% 76.900
Range 0.390 0.685 0.295 75.6% 1.015
ATR 0.374 0.396 0.022 6.0% 0.000
Volume 9 47 38 422.2% 119
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.773 78.522 77.277
R3 78.088 77.837 77.088
R2 77.403 77.403 77.026
R1 77.152 77.152 76.963 77.278
PP 76.718 76.718 76.718 76.781
S1 76.467 76.467 76.837 76.593
S2 76.033 76.033 76.774
S3 75.348 75.782 76.712
S4 74.663 75.097 76.523
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.653 79.292 77.458
R3 78.638 78.277 77.179
R2 77.623 77.623 77.086
R1 77.262 77.262 76.993 77.443
PP 76.608 76.608 76.608 76.699
S1 76.247 76.247 76.807 76.428
S2 75.593 75.593 76.714
S3 74.578 75.232 76.621
S4 73.563 74.217 76.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.970 75.955 1.015 1.3% 0.351 0.5% 93% True False 23
10 77.515 75.955 1.560 2.0% 0.305 0.4% 61% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 79.881
2.618 78.763
1.618 78.078
1.000 77.655
0.618 77.393
HIGH 76.970
0.618 76.708
0.500 76.628
0.382 76.547
LOW 76.285
0.618 75.862
1.000 75.600
1.618 75.177
2.618 74.492
4.250 73.374
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 76.809 76.793
PP 76.718 76.685
S1 76.628 76.578

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

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