ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 78.345 78.485 0.140 0.2% 78.750
High 78.650 78.775 0.125 0.2% 78.755
Low 78.170 78.325 0.155 0.2% 77.375
Close 78.517 78.482 -0.035 0.0% 78.517
Range 0.480 0.450 -0.030 -6.3% 1.380
ATR 0.553 0.546 -0.007 -1.3% 0.000
Volume 231 167 -64 -27.7% 427
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.877 79.630 78.730
R3 79.427 79.180 78.606
R2 78.977 78.977 78.565
R1 78.730 78.730 78.523 78.629
PP 78.527 78.527 78.527 78.477
S1 78.280 78.280 78.441 78.179
S2 78.077 78.077 78.400
S3 77.627 77.830 78.358
S4 77.177 77.380 78.235
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 78.775 77.375 1.400 1.8% 0.544 0.7% 79% True False 115
10 78.875 77.375 1.500 1.9% 0.518 0.7% 74% False False 72
20 81.760 77.375 4.385 5.6% 0.581 0.7% 25% False False 84
40 81.985 77.375 4.610 5.9% 0.472 0.6% 24% False False 107
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 0.105
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.688
2.618 79.953
1.618 79.503
1.000 79.225
0.618 79.053
HIGH 78.775
0.618 78.603
0.500 78.550
0.382 78.497
LOW 78.325
0.618 78.047
1.000 77.875
1.618 77.597
2.618 77.147
4.250 76.413
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 78.550 78.381
PP 78.527 78.279
S1 78.505 78.178

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

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