ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 78.485 78.525 0.040 0.1% 78.750
High 78.775 78.525 -0.250 -0.3% 78.755
Low 78.325 78.145 -0.180 -0.2% 77.375
Close 78.482 78.449 -0.033 0.0% 78.517
Range 0.450 0.380 -0.070 -15.6% 1.380
ATR 0.546 0.534 -0.012 -2.2% 0.000
Volume 167 74 -93 -55.7% 427
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.513 79.361 78.658
R3 79.133 78.981 78.554
R2 78.753 78.753 78.519
R1 78.601 78.601 78.484 78.487
PP 78.373 78.373 78.373 78.316
S1 78.221 78.221 78.414 78.107
S2 77.993 77.993 78.379
S3 77.613 77.841 78.345
S4 77.233 77.461 78.240
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% 0.489 0.6% 77% False False 109
10 78.775 77.375 1.400 1.8% 0.504 0.6% 77% False False 76
20 81.480 77.375 4.105 5.2% 0.584 0.7% 26% False False 83
40 81.985 77.375 4.610 5.9% 0.465 0.6% 23% False False 107
Crabel Price Patterns
NR True
NR4 True
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 0.091
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.140
2.618 79.520
1.618 79.140
1.000 78.905
0.618 78.760
HIGH 78.525
0.618 78.380
0.500 78.335
0.382 78.290
LOW 78.145
0.618 77.910
1.000 77.765
1.618 77.530
2.618 77.150
4.250 76.530
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 78.411 78.460
PP 78.373 78.456
S1 78.335 78.453

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

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