ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 76.795 76.500 -0.295 -0.4% 77.060
High 77.250 76.570 -0.680 -0.9% 77.250
Low 76.685 76.340 -0.345 -0.4% 76.650
Close 76.498 76.569 0.071 0.1% 76.498
Range 0.565 0.230 -0.335 -59.3% 0.600
ATR 0.383 0.372 -0.011 -2.9% 0.000
Volume 4 37 33 825.0% 36
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.183 77.106 76.696
R3 76.953 76.876 76.632
R2 76.723 76.723 76.611
R1 76.646 76.646 76.590 76.685
PP 76.493 76.493 76.493 76.512
S1 76.416 76.416 76.548 76.455
S2 76.263 76.263 76.527
S3 76.033 76.186 76.506
S4 75.803 75.956 76.443
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.599 78.149 76.828
R3 77.999 77.549 76.663
R2 77.399 77.399 76.608
R1 76.949 76.949 76.553 76.874
PP 76.799 76.799 76.799 76.762
S1 76.349 76.349 76.443 76.274
S2 76.199 76.199 76.388
S3 75.599 75.749 76.333
S4 74.999 75.149 76.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.250 76.340 0.910 1.2% 0.294 0.4% 25% False True 12
10 77.250 75.955 1.295 1.7% 0.330 0.4% 47% False False 15
20 77.977 75.955 2.022 2.6% 0.239 0.3% 30% False False 37
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 True
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.548
2.618 77.172
1.618 76.942
1.000 76.800
0.618 76.712
HIGH 76.570
0.618 76.482
0.500 76.455
0.382 76.428
LOW 76.340
0.618 76.198
1.000 76.110
1.618 75.968
2.618 75.738
4.250 75.363
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 76.531 76.795
PP 76.493 76.720
S1 76.455 76.644

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

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