ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 77.200 76.965 -0.235 -0.3% 77.750
High 77.245 77.640 0.395 0.5% 77.760
Low 76.810 76.910 0.100 0.1% 76.600
Close 76.994 77.557 0.563 0.7% 76.706
Range 0.435 0.730 0.295 67.8% 1.160
ATR 0.497 0.514 0.017 3.3% 0.000
Volume 20,597 28,404 7,807 37.9% 4,353
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.559 79.288 77.959
R3 78.829 78.558 77.758
R2 78.099 78.099 77.691
R1 77.828 77.828 77.624 77.964
PP 77.369 77.369 77.369 77.437
S1 77.098 77.098 77.490 77.234
S2 76.639 76.639 77.423
S3 75.909 76.368 77.356
S4 75.179 75.638 77.156
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 77.640 76.405 1.235 1.6% 0.496 0.6% 93% True False 14,140
10 77.760 76.405 1.355 1.7% 0.510 0.7% 85% False False 7,330
20 79.295 76.405 2.890 3.7% 0.491 0.6% 40% False False 3,790
40 80.085 76.405 3.680 4.7% 0.518 0.7% 31% False False 1,935
60 81.985 76.405 5.580 7.2% 0.486 0.6% 21% False False 1,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.114
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 80.743
2.618 79.551
1.618 78.821
1.000 78.370
0.618 78.091
HIGH 77.640
0.618 77.361
0.500 77.275
0.382 77.189
LOW 76.910
0.618 76.459
1.000 76.180
1.618 75.729
2.618 74.999
4.250 73.808
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 77.463 77.426
PP 77.369 77.296
S1 77.275 77.165

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

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