ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 78.495 78.275 -0.220 -0.3% 79.655
High 78.535 78.505 -0.030 0.0% 80.085
Low 78.200 78.165 -0.035 0.0% 78.620
Close 78.385 78.204 -0.181 -0.2% 78.735
Range 0.335 0.340 0.005 1.5% 1.465
ATR 0.543 0.528 -0.014 -2.7% 0.000
Volume 34 33 -1 -2.9% 442
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 79.311 79.098 78.391
R3 78.971 78.758 78.298
R2 78.631 78.631 78.266
R1 78.418 78.418 78.235 78.355
PP 78.291 78.291 78.291 78.260
S1 78.078 78.078 78.173 78.015
S2 77.951 77.951 78.142
S3 77.611 77.738 78.111
S4 77.271 77.398 78.017
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.542 82.603 79.541
R3 82.077 81.138 79.138
R2 80.612 80.612 79.004
R1 79.673 79.673 78.869 79.410
PP 79.147 79.147 79.147 79.015
S1 78.208 78.208 78.601 77.945
S2 77.682 77.682 78.466
S3 76.217 76.743 78.332
S4 74.752 75.278 77.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.235 78.165 1.070 1.4% 0.478 0.6% 4% False True 44
10 80.085 78.165 1.920 2.5% 0.543 0.7% 2% False True 74
20 81.985 78.165 3.820 4.9% 0.563 0.7% 1% False True 170
40 81.985 78.165 3.820 4.9% 0.408 0.5% 1% False True 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.085
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.950
2.618 79.395
1.618 79.055
1.000 78.845
0.618 78.715
HIGH 78.505
0.618 78.375
0.500 78.335
0.382 78.295
LOW 78.165
0.618 77.955
1.000 77.825
1.618 77.615
2.618 77.275
4.250 76.720
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 78.335 78.520
PP 78.291 78.415
S1 78.248 78.309

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

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