ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 75.535 75.630 0.095 0.1% 75.560
High 76.115 75.820 -0.295 -0.4% 77.175
Low 75.480 75.180 -0.300 -0.4% 74.990
Close 75.793 75.513 -0.280 -0.4% 75.520
Range 0.635 0.640 0.005 0.8% 2.185
ATR 0.706 0.701 -0.005 -0.7% 0.000
Volume 27,135 26,066 -1,069 -3.9% 184,988
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.424 77.109 75.865
R3 76.784 76.469 75.689
R2 76.144 76.144 75.630
R1 75.829 75.829 75.572 75.667
PP 75.504 75.504 75.504 75.423
S1 75.189 75.189 75.454 75.027
S2 74.864 74.864 75.396
S3 74.224 74.549 75.337
S4 73.584 73.909 75.161
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 76.455 74.990 1.465 1.9% 0.694 0.9% 36% False False 30,572
10 77.175 74.770 2.405 3.2% 0.754 1.0% 31% False False 31,160
20 77.175 74.505 2.670 3.5% 0.689 0.9% 38% False False 29,947
40 77.175 73.880 3.295 4.4% 0.649 0.9% 50% False False 22,344
60 77.175 73.325 3.850 5.1% 0.650 0.9% 57% False False 14,965
80 77.250 73.325 3.925 5.2% 0.573 0.8% 56% False False 11,231
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 0.121
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.540
2.618 77.496
1.618 76.856
1.000 76.460
0.618 76.216
HIGH 75.820
0.618 75.576
0.500 75.500
0.382 75.424
LOW 75.180
0.618 74.784
1.000 74.540
1.618 74.144
2.618 73.504
4.250 72.460
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 75.509 75.648
PP 75.504 75.603
S1 75.500 75.558

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

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