ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 74.245 74.180 -0.065 -0.1% 75.535
High 74.600 74.510 -0.090 -0.1% 76.115
Low 74.155 74.175 0.020 0.0% 74.125
Close 74.412 74.254 -0.158 -0.2% 74.412
Range 0.445 0.335 -0.110 -24.7% 1.990
ATR 0.707 0.680 -0.027 -3.8% 0.000
Volume 22,181 17,345 -4,836 -21.8% 146,847
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.318 75.121 74.438
R3 74.983 74.786 74.346
R2 74.648 74.648 74.315
R1 74.451 74.451 74.285 74.550
PP 74.313 74.313 74.313 74.362
S1 74.116 74.116 74.223 74.215
S2 73.978 73.978 74.193
S3 73.643 73.781 74.162
S4 73.308 73.446 74.070
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 80.854 79.623 75.507
R3 78.864 77.633 74.959
R2 76.874 76.874 74.777
R1 75.643 75.643 74.594 75.264
PP 74.884 74.884 74.884 74.694
S1 73.653 73.653 74.230 73.274
S2 72.894 72.894 74.047
S3 70.904 71.663 73.865
S4 68.914 69.673 73.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.820 74.125 1.695 2.3% 0.634 0.9% 8% False False 27,411
10 77.175 74.125 3.050 4.1% 0.709 1.0% 4% False False 31,311
20 77.175 74.125 3.050 4.1% 0.682 0.9% 4% False False 29,413
40 77.175 73.880 3.295 4.4% 0.655 0.9% 11% False False 25,087
60 77.175 73.325 3.850 5.2% 0.661 0.9% 24% False False 16,811
80 77.250 73.325 3.925 5.3% 0.593 0.8% 24% False False 12,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 75.934
2.618 75.387
1.618 75.052
1.000 74.845
0.618 74.717
HIGH 74.510
0.618 74.382
0.500 74.343
0.382 74.303
LOW 74.175
0.618 73.968
1.000 73.840
1.618 73.633
2.618 73.298
4.250 72.751
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 74.343 74.748
PP 74.313 74.583
S1 74.284 74.419

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

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