ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 76.965 77.460 0.495 0.6% 76.605
High 77.640 77.675 0.035 0.0% 77.675
Low 76.910 76.925 0.015 0.0% 76.405
Close 77.557 77.055 -0.502 -0.6% 77.055
Range 0.730 0.750 0.020 2.7% 1.270
ATR 0.514 0.531 0.017 3.3% 0.000
Volume 28,404 29,038 634 2.2% 97,746
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.468 79.012 77.468
R3 78.718 78.262 77.261
R2 77.968 77.968 77.193
R1 77.512 77.512 77.124 77.365
PP 77.218 77.218 77.218 77.145
S1 76.762 76.762 76.986 76.615
S2 76.468 76.468 76.918
S3 75.718 76.012 76.849
S4 74.968 75.262 76.643
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.855 80.225 77.754
R3 79.585 78.955 77.404
R2 78.315 78.315 77.288
R1 77.685 77.685 77.171 78.000
PP 77.045 77.045 77.045 77.203
S1 76.415 76.415 76.939 76.730
S2 75.775 75.775 76.822
S3 74.505 75.145 76.706
S4 73.235 73.875 76.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.675 76.405 1.270 1.6% 0.585 0.8% 51% True False 19,549
10 77.760 76.405 1.355 1.8% 0.539 0.7% 48% False False 10,209
20 79.295 76.405 2.890 3.8% 0.508 0.7% 22% False False 5,235
40 80.085 76.405 3.680 4.8% 0.524 0.7% 18% False False 2,658
60 81.985 76.405 5.580 7.2% 0.498 0.6% 12% False False 1,820
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 False
Bear Hook False
Bull Hook False
Stretch 0.113
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 80.863
2.618 79.639
1.618 78.889
1.000 78.425
0.618 78.139
HIGH 77.675
0.618 77.389
0.500 77.300
0.382 77.212
LOW 76.925
0.618 76.462
1.000 76.175
1.618 75.712
2.618 74.962
4.250 73.738
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 77.300 77.243
PP 77.218 77.180
S1 77.137 77.118

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

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