ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 77.520 77.750 0.230 0.3% 77.985
High 77.750 77.760 0.010 0.0% 78.655
Low 77.290 77.100 -0.190 -0.2% 77.290
Close 77.630 77.236 -0.394 -0.5% 77.630
Range 0.460 0.660 0.200 43.5% 1.365
ATR 0.509 0.520 0.011 2.1% 0.000
Volume 243 166 -77 -31.7% 1,828
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 79.345 78.951 77.599
R3 78.685 78.291 77.418
R2 78.025 78.025 77.357
R1 77.631 77.631 77.297 77.498
PP 77.365 77.365 77.365 77.299
S1 76.971 76.971 77.176 76.838
S2 76.705 76.705 77.115
S3 76.045 76.311 77.055
S4 75.385 75.651 76.873
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.953 81.157 78.381
R3 80.588 79.792 78.005
R2 79.223 79.223 77.880
R1 78.427 78.427 77.755 78.143
PP 77.858 77.858 77.858 77.716
S1 77.062 77.062 77.505 76.778
S2 76.493 76.493 77.380
S3 75.128 75.697 77.255
S4 73.763 74.332 76.879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.655 77.100 1.555 2.0% 0.522 0.7% 9% False True 363
10 79.125 77.100 2.025 2.6% 0.485 0.6% 7% False True 264
20 79.295 77.100 2.195 2.8% 0.502 0.7% 6% False True 186
40 81.985 77.100 4.885 6.3% 0.539 0.7% 3% False True 177
60 81.985 77.100 4.885 6.3% 0.439 0.6% 3% False True 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.145
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.565
2.618 79.488
1.618 78.828
1.000 78.420
0.618 78.168
HIGH 77.760
0.618 77.508
0.500 77.430
0.382 77.352
LOW 77.100
0.618 76.692
1.000 76.440
1.618 76.032
2.618 75.372
4.250 74.295
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 77.430 77.445
PP 77.365 77.375
S1 77.301 77.306

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

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