ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 76.795 76.080 -0.715 -0.9% 75.940
High 76.885 76.080 -0.805 -1.0% 76.600
Low 76.155 75.875 -0.280 -0.4% 75.375
Close 76.278 75.940 -0.338 -0.4% 76.645
Range 0.730 0.205 -0.525 -71.9% 1.225
ATR
Volume 3 27 24 800.0% 33
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.580 76.465 76.053
R3 76.375 76.260 75.996
R2 76.170 76.170 75.978
R1 76.055 76.055 75.959 76.010
PP 75.965 75.965 75.965 75.943
S1 75.850 75.850 75.921 75.805
S2 75.760 75.760 75.902
S3 75.555 75.645 75.884
S4 75.350 75.440 75.827
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.882 79.488 77.319
R3 78.657 78.263 76.982
R2 77.432 77.432 76.870
R1 77.038 77.038 76.757 77.235
PP 76.207 76.207 76.207 76.305
S1 75.813 75.813 76.533 76.010
S2 74.982 74.982 76.420
S3 73.757 74.588 76.308
S4 72.532 73.363 75.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.885 75.375 1.510 2.0% 0.263 0.3% 37% False False 7
10 76.885 75.375 1.510 2.0% 0.216 0.3% 37% False False 8
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.951
2.618 76.617
1.618 76.412
1.000 76.285
0.618 76.207
HIGH 76.080
0.618 76.002
0.500 75.978
0.382 75.953
LOW 75.875
0.618 75.748
1.000 75.670
1.618 75.543
2.618 75.338
4.250 75.004
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 75.978 76.380
PP 75.965 76.233
S1 75.953 76.087

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

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