ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 76.395 75.060 -1.335 -1.7% 74.535
High 76.455 75.645 -0.810 -1.1% 75.745
Low 75.370 74.990 -0.380 -0.5% 74.535
Close 75.547 75.562 0.015 0.0% 75.514
Range 1.085 0.655 -0.430 -39.6% 1.210
ATR 0.737 0.731 -0.006 -0.8% 0.000
Volume 37,201 37,680 479 1.3% 90,758
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.364 77.118 75.922
R3 76.709 76.463 75.742
R2 76.054 76.054 75.682
R1 75.808 75.808 75.622 75.931
PP 75.399 75.399 75.399 75.461
S1 75.153 75.153 75.502 75.276
S2 74.744 74.744 75.442
S3 74.089 74.498 75.382
S4 73.434 73.843 75.202
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.895 78.414 76.180
R3 77.685 77.204 75.847
R2 76.475 76.475 75.736
R1 75.994 75.994 75.625 76.235
PP 75.265 75.265 75.265 75.385
S1 74.784 74.784 75.403 75.025
S2 74.055 74.055 75.292
S3 72.845 73.574 75.181
S4 71.635 72.364 74.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.175 74.990 2.185 2.9% 0.889 1.2% 26% False True 38,461
10 77.175 74.505 2.670 3.5% 0.725 1.0% 40% False False 30,150
20 77.175 74.505 2.670 3.5% 0.709 0.9% 40% False False 30,732
40 77.175 73.880 3.295 4.4% 0.654 0.9% 51% False False 20,416
60 77.175 73.325 3.850 5.1% 0.642 0.8% 58% False False 13,669
80 77.250 73.325 3.925 5.2% 0.568 0.8% 57% False False 10,257
Crabel Price Patterns
NR True
NR4 True
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 0.105
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.429
2.618 77.360
1.618 76.705
1.000 76.300
0.618 76.050
HIGH 75.645
0.618 75.395
0.500 75.318
0.382 75.240
LOW 74.990
0.618 74.585
1.000 74.335
1.618 73.930
2.618 73.275
4.250 72.206
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 75.481 76.083
PP 75.399 75.909
S1 75.318 75.736

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

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