ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 75.350 75.705 0.355 0.5% 75.615
High 76.250 76.280 0.030 0.0% 76.280
Low 75.350 75.475 0.125 0.2% 74.865
Close 75.904 76.210 0.306 0.4% 76.210
Range 0.900 0.805 -0.095 -10.6% 1.415
ATR 0.671 0.681 0.010 1.4% 0.000
Volume 35,972 32,107 -3,865 -10.7% 146,325
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.403 78.112 76.653
R3 77.598 77.307 76.431
R2 76.793 76.793 76.358
R1 76.502 76.502 76.284 76.648
PP 75.988 75.988 75.988 76.061
S1 75.697 75.697 76.136 75.843
S2 75.183 75.183 76.062
S3 74.378 74.892 75.989
S4 73.573 74.087 75.767
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 80.030 79.535 76.988
R3 78.615 78.120 76.599
R2 77.200 77.200 76.469
R1 76.705 76.705 76.340 76.953
PP 75.785 75.785 75.785 75.909
S1 75.290 75.290 76.080 75.538
S2 74.370 74.370 75.951
S3 72.955 73.875 75.821
S4 71.540 72.460 75.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.280 74.865 1.415 1.9% 0.654 0.9% 95% True False 29,265
10 76.505 74.590 1.915 2.5% 0.710 0.9% 85% False False 30,097
20 76.505 73.880 2.625 3.4% 0.629 0.8% 89% False False 20,761
40 77.015 73.325 3.690 4.8% 0.651 0.9% 78% False False 10,509
60 77.250 73.325 3.925 5.2% 0.564 0.7% 74% False False 7,019
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 False
Stretch 0.159
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.701
2.618 78.387
1.618 77.582
1.000 77.085
0.618 76.777
HIGH 76.280
0.618 75.972
0.500 75.878
0.382 75.783
LOW 75.475
0.618 74.978
1.000 74.670
1.618 74.173
2.618 73.368
4.250 72.054
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 76.099 75.998
PP 75.988 75.785
S1 75.878 75.573

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

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