ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 77.750 77.165 -0.585 -0.8% 77.985
High 77.760 77.450 -0.310 -0.4% 78.655
Low 77.100 77.090 -0.010 0.0% 77.290
Close 77.236 77.408 0.172 0.2% 77.630
Range 0.660 0.360 -0.300 -45.5% 1.365
ATR 0.520 0.508 -0.011 -2.2% 0.000
Volume 166 540 374 225.3% 1,828
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.396 78.262 77.606
R3 78.036 77.902 77.507
R2 77.676 77.676 77.474
R1 77.542 77.542 77.441 77.609
PP 77.316 77.316 77.316 77.350
S1 77.182 77.182 77.375 77.249
S2 76.956 76.956 77.342
S3 76.596 76.822 77.309
S4 76.236 76.462 77.210
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 78.040 77.090 0.950 1.2% 0.460 0.6% 33% False True 442
10 79.125 77.090 2.035 2.6% 0.486 0.6% 16% False True 310
20 79.295 77.090 2.205 2.8% 0.488 0.6% 14% False True 207
40 81.985 77.090 4.895 6.3% 0.538 0.7% 6% False True 185
60 81.985 77.090 4.895 6.3% 0.445 0.6% 6% False True 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.137
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.980
2.618 78.392
1.618 78.032
1.000 77.810
0.618 77.672
HIGH 77.450
0.618 77.312
0.500 77.270
0.382 77.228
LOW 77.090
0.618 76.868
1.000 76.730
1.618 76.508
2.618 76.148
4.250 75.560
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 77.362 77.425
PP 77.316 77.419
S1 77.270 77.414

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

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