ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 78.380 78.125 -0.255 -0.3% 78.750
High 78.490 78.745 0.255 0.3% 78.755
Low 78.000 78.125 0.125 0.2% 77.375
Close 78.056 78.662 0.606 0.8% 78.517
Range 0.490 0.620 0.130 26.5% 1.380
ATR 0.531 0.542 0.011 2.1% 0.000
Volume 75 72 -3 -4.0% 427
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.371 80.136 79.003
R3 79.751 79.516 78.833
R2 79.131 79.131 78.776
R1 78.896 78.896 78.719 79.014
PP 78.511 78.511 78.511 78.569
S1 78.276 78.276 78.605 78.394
S2 77.891 77.891 78.548
S3 77.271 77.656 78.492
S4 76.651 77.036 78.321
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 78.000 0.775 1.0% 0.484 0.6% 85% False False 123
10 78.775 77.375 1.400 1.8% 0.548 0.7% 92% False False 84
20 80.085 77.375 2.710 3.4% 0.545 0.7% 47% False False 79
40 81.985 77.375 4.610 5.9% 0.483 0.6% 28% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.380
2.618 80.368
1.618 79.748
1.000 79.365
0.618 79.128
HIGH 78.745
0.618 78.508
0.500 78.435
0.382 78.362
LOW 78.125
0.618 77.742
1.000 77.505
1.618 77.122
2.618 76.502
4.250 75.490
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 78.586 78.566
PP 78.511 78.469
S1 78.435 78.373

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

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