ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 79.920 80.290 0.370 0.5% 81.300
High 80.070 81.015 0.945 1.2% 81.300
Low 79.640 80.290 0.650 0.8% 79.525
Close 80.114 80.923 0.809 1.0% 79.703
Range 0.430 0.725 0.295 68.6% 1.775
ATR 0.402 0.437 0.036 8.9% 0.000
Volume 244 34 -210 -86.1% 109
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 82.918 82.645 81.322
R3 82.193 81.920 81.122
R2 81.468 81.468 81.056
R1 81.195 81.195 80.989 81.332
PP 80.743 80.743 80.743 80.811
S1 80.470 80.470 80.857 80.607
S2 80.018 80.018 80.790
S3 79.293 79.745 80.724
S4 78.568 79.020 80.524
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 81.015 79.525 1.490 1.8% 0.509 0.6% 94% True False 69
10 81.505 79.525 1.980 2.4% 0.350 0.4% 71% False False 43
20 81.505 79.525 1.980 2.4% 0.289 0.4% 71% False False 29
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 0.034
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 84.096
2.618 82.913
1.618 82.188
1.000 81.740
0.618 81.463
HIGH 81.015
0.618 80.738
0.500 80.653
0.382 80.567
LOW 80.290
0.618 79.842
1.000 79.565
1.618 79.117
2.618 78.392
4.250 77.209
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 80.833 80.725
PP 80.743 80.526
S1 80.653 80.328

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

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