ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 76.285 77.060 0.775 1.0% 76.270
High 76.970 77.060 0.090 0.1% 76.970
Low 76.285 76.790 0.505 0.7% 75.955
Close 76.900 76.816 -0.084 -0.1% 76.900
Range 0.685 0.270 -0.415 -60.6% 1.015
ATR 0.396 0.387 -0.009 -2.3% 0.000
Volume 47 13 -34 -72.3% 119
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.699 77.527 76.965
R3 77.429 77.257 76.890
R2 77.159 77.159 76.866
R1 76.987 76.987 76.841 76.938
PP 76.889 76.889 76.889 76.864
S1 76.717 76.717 76.791 76.668
S2 76.619 76.619 76.767
S3 76.349 76.447 76.742
S4 76.079 76.177 76.668
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 77.060 75.955 1.105 1.4% 0.365 0.5% 78% True False 18
10 77.515 75.955 1.560 2.0% 0.332 0.4% 55% False False 14
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 True
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.208
2.618 77.767
1.618 77.497
1.000 77.330
0.618 77.227
HIGH 77.060
0.618 76.957
0.500 76.925
0.382 76.893
LOW 76.790
0.618 76.623
1.000 76.520
1.618 76.353
2.618 76.083
4.250 75.643
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 76.925 76.752
PP 76.889 76.687
S1 76.852 76.623

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

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