ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 76.070 75.920 -0.150 -0.2% 76.255
High 76.070 76.005 -0.065 -0.1% 77.420
Low 75.760 75.560 -0.200 -0.3% 75.875
Close 75.963 75.559 -0.404 -0.5% 75.970
Range 0.310 0.445 0.135 43.5% 1.545
ATR 0.479 0.477 -0.002 -0.5% 0.000
Volume 92 26 -66 -71.7% 761
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.043 76.746 75.804
R3 76.598 76.301 75.681
R2 76.153 76.153 75.641
R1 75.856 75.856 75.600 75.782
PP 75.708 75.708 75.708 75.671
S1 75.411 75.411 75.518 75.337
S2 75.263 75.263 75.477
S3 74.818 74.966 75.437
S4 74.373 74.521 75.314
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.057 80.058 76.820
R3 79.512 78.513 76.395
R2 77.967 77.967 76.253
R1 76.968 76.968 76.112 76.695
PP 76.422 76.422 76.422 76.285
S1 75.423 75.423 75.828 75.150
S2 74.877 74.877 75.687
S3 73.332 73.878 75.545
S4 71.787 72.333 75.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.480 75.560 0.920 1.2% 0.292 0.4% 0% False True 72
10 77.420 75.560 1.860 2.5% 0.428 0.6% 0% False True 97
20 77.420 74.955 2.465 3.3% 0.339 0.4% 25% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.896
2.618 77.170
1.618 76.725
1.000 76.450
0.618 76.280
HIGH 76.005
0.618 75.835
0.500 75.783
0.382 75.730
LOW 75.560
0.618 75.285
1.000 75.115
1.618 74.840
2.618 74.395
4.250 73.669
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 75.783 76.020
PP 75.708 75.866
S1 75.634 75.713

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

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