ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 74.270 74.550 0.280 0.4% 74.130
High 74.675 75.340 0.665 0.9% 75.340
Low 74.050 74.440 0.390 0.5% 73.880
Close 74.599 75.186 0.587 0.8% 75.186
Range 0.625 0.900 0.275 44.0% 1.460
ATR 0.584 0.607 0.023 3.9% 0.000
Volume 32,314 36,301 3,987 12.3% 109,581
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 77.689 77.337 75.681
R3 76.789 76.437 75.434
R2 75.889 75.889 75.351
R1 75.537 75.537 75.269 75.713
PP 74.989 74.989 74.989 75.077
S1 74.637 74.637 75.104 74.813
S2 74.089 74.089 75.021
S3 73.189 73.737 74.939
S4 72.289 72.837 74.691
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.182 78.644 75.989
R3 77.722 77.184 75.588
R2 76.262 76.262 75.454
R1 75.724 75.724 75.320 75.993
PP 74.802 74.802 74.802 74.937
S1 74.264 74.264 75.052 74.533
S2 73.342 73.342 74.918
S3 71.882 72.804 74.785
S4 70.422 71.344 74.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.340 73.880 1.460 1.9% 0.581 0.8% 89% True False 21,916
10 75.545 73.880 1.665 2.2% 0.548 0.7% 78% False False 11,426
20 77.015 73.880 3.135 4.2% 0.565 0.8% 42% False False 5,857
40 77.015 73.325 3.690 4.9% 0.589 0.8% 50% False False 3,000
60 77.250 73.325 3.925 5.2% 0.498 0.7% 47% False False 2,006
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 0.086
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 79.165
2.618 77.696
1.618 76.796
1.000 76.240
0.618 75.896
HIGH 75.340
0.618 74.996
0.500 74.890
0.382 74.784
LOW 74.440
0.618 73.884
1.000 73.540
1.618 72.984
2.618 72.084
4.250 70.615
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 75.087 75.001
PP 74.989 74.815
S1 74.890 74.630

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

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