ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 80.375 80.130 -0.245 -0.3% 81.300
High 80.395 80.160 -0.235 -0.3% 81.300
Low 80.005 79.525 -0.480 -0.6% 79.525
Close 80.198 79.703 -0.495 -0.6% 79.703
Range 0.390 0.635 0.245 62.8% 1.775
ATR 0.381 0.402 0.021 5.5% 0.000
Volume 4 33 29 725.0% 109
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.701 81.337 80.052
R3 81.066 80.702 79.878
R2 80.431 80.431 79.819
R1 80.067 80.067 79.761 79.932
PP 79.796 79.796 79.796 79.728
S1 79.432 79.432 79.645 79.297
S2 79.161 79.161 79.587
S3 78.526 78.797 79.528
S4 77.891 78.162 79.354
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 85.501 84.377 80.679
R3 83.726 82.602 80.191
R2 81.951 81.951 80.028
R1 80.827 80.827 79.866 80.502
PP 80.176 80.176 80.176 80.013
S1 79.052 79.052 79.540 78.727
S2 78.401 78.401 79.378
S3 76.626 77.277 79.215
S4 74.851 75.502 78.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.300 79.525 1.775 2.2% 0.337 0.4% 10% False True 21
10 81.505 79.525 1.980 2.5% 0.322 0.4% 9% False True 14
20 81.505 79.525 1.980 2.5% 0.263 0.3% 9% False True 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.859
2.618 81.822
1.618 81.187
1.000 80.795
0.618 80.552
HIGH 80.160
0.618 79.917
0.500 79.843
0.382 79.768
LOW 79.525
0.618 79.133
1.000 78.890
1.618 78.498
2.618 77.863
4.250 76.826
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 79.843 80.245
PP 79.796 80.064
S1 79.750 79.884

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

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