ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 77.615 78.345 0.730 0.9% 78.750
High 78.365 78.650 0.285 0.4% 78.755
Low 77.580 78.170 0.590 0.8% 77.375
Close 78.242 78.517 0.275 0.4% 78.517
Range 0.785 0.480 -0.305 -38.9% 1.380
ATR 0.559 0.553 -0.006 -1.0% 0.000
Volume 23 231 208 904.3% 427
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.886 79.681 78.781
R3 79.406 79.201 78.649
R2 78.926 78.926 78.605
R1 78.721 78.721 78.561 78.824
PP 78.446 78.446 78.446 78.497
S1 78.241 78.241 78.473 78.344
S2 77.966 77.966 78.429
S3 77.486 77.761 78.385
S4 77.006 77.281 78.253
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.356 81.816 79.276
R3 80.976 80.436 78.897
R2 79.596 79.596 78.770
R1 79.056 79.056 78.644 78.636
PP 78.216 78.216 78.216 78.006
S1 77.676 77.676 78.391 77.256
S2 76.836 76.836 78.264
S3 75.456 76.296 78.138
S4 74.076 74.916 77.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.755 77.375 1.380 1.8% 0.595 0.8% 83% False False 85
10 78.935 77.375 1.560 2.0% 0.531 0.7% 73% False False 63
20 81.985 77.375 4.610 5.9% 0.583 0.7% 25% False False 86
40 81.985 77.375 4.610 5.9% 0.460 0.6% 25% False False 102
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 0.104
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.690
2.618 79.907
1.618 79.427
1.000 79.130
0.618 78.947
HIGH 78.650
0.618 78.467
0.500 78.410
0.382 78.353
LOW 78.170
0.618 77.873
1.000 77.690
1.618 77.393
2.618 76.913
4.250 76.130
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 78.481 78.349
PP 78.446 78.181
S1 78.410 78.013

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

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