ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 08-Mar-2011
Day Change Summary
Previous Current
07-Mar-2011 08-Mar-2011 Change Change % Previous Week
Open 76.605 76.790 0.185 0.2% 77.750
High 76.835 77.270 0.435 0.6% 77.760
Low 76.405 76.690 0.285 0.4% 76.600
Close 76.779 77.065 0.286 0.4% 76.706
Range 0.430 0.580 0.150 34.9% 1.160
ATR 0.496 0.502 0.006 1.2% 0.000
Volume 7,176 12,531 5,355 74.6% 4,353
Daily Pivots for day following 08-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.748 78.487 77.384
R3 78.168 77.907 77.225
R2 77.588 77.588 77.171
R1 77.327 77.327 77.118 77.458
PP 77.008 77.008 77.008 77.074
S1 76.747 76.747 77.012 76.878
S2 76.428 76.428 76.959
S3 75.848 76.167 76.906
S4 75.268 75.587 76.746
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.502 79.764 77.344
R3 79.342 78.604 77.025
R2 78.182 78.182 76.919
R1 77.444 77.444 76.812 77.233
PP 77.022 77.022 77.022 76.917
S1 76.284 76.284 76.600 76.073
S2 75.862 75.862 76.493
S3 74.702 75.124 76.387
S4 73.542 73.964 76.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.525 76.405 1.120 1.5% 0.490 0.6% 59% False False 4,670
10 78.040 76.405 1.635 2.1% 0.475 0.6% 40% False False 2,556
20 79.295 76.405 2.890 3.8% 0.488 0.6% 23% False False 1,348
40 81.480 76.405 5.075 6.6% 0.536 0.7% 13% False False 715
60 81.985 76.405 5.580 7.2% 0.472 0.6% 12% False False 521
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.133
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.735
2.618 78.788
1.618 78.208
1.000 77.850
0.618 77.628
HIGH 77.270
0.618 77.048
0.500 76.980
0.382 76.912
LOW 76.690
0.618 76.332
1.000 76.110
1.618 75.752
2.618 75.172
4.250 74.225
Fisher Pivots for day following 08-Mar-2011
Pivot 1 day 3 day
R1 77.037 76.989
PP 77.008 76.913
S1 76.980 76.838

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

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