ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 75.440 75.535 0.095 0.1% 75.560
High 75.745 76.115 0.370 0.5% 77.175
Low 75.290 75.480 0.190 0.3% 74.990
Close 75.520 75.793 0.273 0.4% 75.520
Range 0.455 0.635 0.180 39.6% 2.185
ATR 0.711 0.706 -0.005 -0.8% 0.000
Volume 24,781 27,135 2,354 9.5% 184,988
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.701 77.382 76.142
R3 77.066 76.747 75.968
R2 76.431 76.431 75.909
R1 76.112 76.112 75.851 76.272
PP 75.796 75.796 75.796 75.876
S1 75.477 75.477 75.735 75.637
S2 75.161 75.161 75.677
S3 74.526 74.842 75.618
S4 73.891 74.207 75.444
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 82.450 81.170 76.722
R3 80.265 78.985 76.121
R2 78.080 78.080 75.921
R1 76.800 76.800 75.720 76.348
PP 75.895 75.895 75.895 75.669
S1 74.615 74.615 75.320 74.163
S2 73.710 73.710 75.119
S3 71.525 72.430 74.919
S4 69.340 70.245 74.318
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% 0.784 1.0% 37% False False 35,212
10 77.175 74.535 2.640 3.5% 0.741 1.0% 48% False False 30,288
20 77.175 74.505 2.670 3.5% 0.687 0.9% 48% False False 29,877
40 77.175 73.880 3.295 4.3% 0.650 0.9% 58% False False 21,702
60 77.175 73.325 3.850 5.1% 0.644 0.8% 64% False False 14,531
80 77.250 73.325 3.925 5.2% 0.574 0.8% 63% False False 10,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.102
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.814
2.618 77.777
1.618 77.142
1.000 76.750
0.618 76.507
HIGH 76.115
0.618 75.872
0.500 75.798
0.382 75.723
LOW 75.480
0.618 75.088
1.000 74.845
1.618 74.453
2.618 73.818
4.250 72.781
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 75.798 75.713
PP 75.796 75.633
S1 75.795 75.553

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

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