ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 78.890 78.645 -0.245 -0.3% 78.485
High 79.125 78.745 -0.380 -0.5% 79.110
Low 78.555 78.350 -0.205 -0.3% 78.000
Close 78.607 78.385 -0.222 -0.3% 78.900
Range 0.570 0.395 -0.175 -30.7% 1.110
ATR 0.528 0.519 -0.010 -1.8% 0.000
Volume 182 141 -41 -22.5% 534
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.678 79.427 78.602
R3 79.283 79.032 78.494
R2 78.888 78.888 78.457
R1 78.637 78.637 78.421 78.565
PP 78.493 78.493 78.493 78.458
S1 78.242 78.242 78.349 78.170
S2 78.098 78.098 78.313
S3 77.703 77.847 78.276
S4 77.308 77.452 78.168
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 79.295 78.350 0.945 1.2% 0.460 0.6% 4% False True 135
10 79.295 78.000 1.295 1.7% 0.472 0.6% 30% False False 129
20 79.295 77.375 1.920 2.4% 0.508 0.6% 53% False False 87
40 81.985 77.375 4.610 5.9% 0.510 0.7% 22% False False 125
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 0.126
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.424
2.618 79.779
1.618 79.384
1.000 79.140
0.618 78.989
HIGH 78.745
0.618 78.594
0.500 78.548
0.382 78.501
LOW 78.350
0.618 78.106
1.000 77.955
1.618 77.711
2.618 77.316
4.250 76.671
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 78.548 78.738
PP 78.493 78.620
S1 78.439 78.503

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

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