ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 77.390 77.010 -0.380 -0.5% 77.985
High 77.525 77.175 -0.350 -0.5% 78.655
Low 76.860 76.705 -0.155 -0.2% 77.290
Close 76.994 76.785 -0.209 -0.3% 77.630
Range 0.665 0.470 -0.195 -29.3% 1.365
ATR 0.520 0.516 -0.004 -0.7% 0.000
Volume 682 972 290 42.5% 1,828
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.298 78.012 77.044
R3 77.828 77.542 76.914
R2 77.358 77.358 76.871
R1 77.072 77.072 76.828 76.980
PP 76.888 76.888 76.888 76.843
S1 76.602 76.602 76.742 76.510
S2 76.418 76.418 76.699
S3 75.948 76.132 76.656
S4 75.478 75.662 76.527
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 77.760 76.705 1.055 1.4% 0.523 0.7% 8% False True 520
10 78.655 76.705 1.950 2.5% 0.503 0.7% 4% False True 443
20 79.295 76.705 2.590 3.4% 0.488 0.6% 3% False True 286
40 81.985 76.705 5.280 6.9% 0.531 0.7% 2% False True 206
60 81.985 76.705 5.280 6.9% 0.461 0.6% 2% False True 160
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 79.173
2.618 78.405
1.618 77.935
1.000 77.645
0.618 77.465
HIGH 77.175
0.618 76.995
0.500 76.940
0.382 76.885
LOW 76.705
0.618 76.415
1.000 76.235
1.618 75.945
2.618 75.475
4.250 74.708
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 76.940 77.115
PP 76.888 77.005
S1 76.837 76.895

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

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