ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 78.125 78.815 0.690 0.9% 78.485
High 78.745 79.110 0.365 0.5% 79.110
Low 78.125 78.700 0.575 0.7% 78.000
Close 78.662 78.900 0.238 0.3% 78.900
Range 0.620 0.410 -0.210 -33.9% 1.110
ATR 0.542 0.535 -0.007 -1.2% 0.000
Volume 72 146 74 102.8% 534
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 80.133 79.927 79.126
R3 79.723 79.517 79.013
R2 79.313 79.313 78.975
R1 79.107 79.107 78.938 79.210
PP 78.903 78.903 78.903 78.955
S1 78.697 78.697 78.862 78.800
S2 78.493 78.493 78.825
S3 78.083 78.287 78.787
S4 77.673 77.877 78.675
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.000 81.560 79.511
R3 80.890 80.450 79.205
R2 79.780 79.780 79.104
R1 79.340 79.340 79.002 79.560
PP 78.670 78.670 78.670 78.780
S1 78.230 78.230 78.798 78.450
S2 77.560 77.560 78.697
S3 76.450 77.120 78.595
S4 75.340 76.010 78.290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.110 78.000 1.110 1.4% 0.470 0.6% 81% True False 106
10 79.110 77.375 1.735 2.2% 0.533 0.7% 88% True False 96
20 80.085 77.375 2.710 3.4% 0.541 0.7% 56% False False 80
40 81.985 77.375 4.610 5.8% 0.493 0.6% 33% False False 113
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 0.075
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.853
2.618 80.183
1.618 79.773
1.000 79.520
0.618 79.363
HIGH 79.110
0.618 78.953
0.500 78.905
0.382 78.857
LOW 78.700
0.618 78.447
1.000 78.290
1.618 78.037
2.618 77.627
4.250 76.958
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 78.905 78.785
PP 78.903 78.670
S1 78.902 78.555

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

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