ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 78.220 77.950 -0.270 -0.3% 78.930
High 78.655 78.040 -0.615 -0.8% 79.295
Low 77.985 77.650 -0.335 -0.4% 77.900
Close 78.143 77.754 -0.389 -0.5% 78.040
Range 0.670 0.390 -0.280 -41.8% 1.395
ATR 0.521 0.519 -0.002 -0.4% 0.000
Volume 145 1,001 856 590.3% 784
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 78.985 78.759 77.969
R3 78.595 78.369 77.861
R2 78.205 78.205 77.826
R1 77.979 77.979 77.790 77.897
PP 77.815 77.815 77.815 77.774
S1 77.589 77.589 77.718 77.507
S2 77.425 77.425 77.683
S3 77.035 77.199 77.647
S4 76.645 76.809 77.540
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 82.597 81.713 78.807
R3 81.202 80.318 78.424
R2 79.807 79.807 78.296
R1 78.923 78.923 78.168 78.668
PP 78.412 78.412 78.412 78.284
S1 77.528 77.528 77.912 77.273
S2 77.017 77.017 77.784
S3 75.622 76.133 77.656
S4 74.227 74.738 77.273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.745 77.650 1.095 1.4% 0.476 0.6% 9% False True 343
10 79.295 77.650 1.645 2.1% 0.491 0.6% 6% False True 232
20 79.295 77.375 1.920 2.5% 0.505 0.6% 20% False False 156
40 81.985 77.375 4.610 5.9% 0.535 0.7% 8% False False 163
60 82.000 77.375 4.625 5.9% 0.435 0.6% 8% False False 124
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 0.134
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.698
2.618 79.061
1.618 78.671
1.000 78.430
0.618 78.281
HIGH 78.040
0.618 77.891
0.500 77.845
0.382 77.799
LOW 77.650
0.618 77.409
1.000 77.260
1.618 77.019
2.618 76.629
4.250 75.993
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 77.845 78.153
PP 77.815 78.020
S1 77.784 77.887

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

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