ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 77.460 76.810 -0.650 -0.8% 76.605
High 77.675 77.040 -0.635 -0.8% 77.675
Low 76.925 76.470 -0.455 -0.6% 76.405
Close 77.055 76.635 -0.420 -0.5% 77.055
Range 0.750 0.570 -0.180 -24.0% 1.270
ATR 0.531 0.535 0.004 0.7% 0.000
Volume 29,038 22,433 -6,605 -22.7% 97,746
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.425 78.100 76.949
R3 77.855 77.530 76.792
R2 77.285 77.285 76.740
R1 76.960 76.960 76.687 76.838
PP 76.715 76.715 76.715 76.654
S1 76.390 76.390 76.583 76.268
S2 76.145 76.145 76.531
S3 75.575 75.820 76.478
S4 75.005 75.250 76.322
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 76.470 1.205 1.6% 0.613 0.8% 14% False True 22,600
10 77.675 76.405 1.270 1.7% 0.530 0.7% 18% False False 12,436
20 79.125 76.405 2.720 3.5% 0.507 0.7% 8% False False 6,350
40 80.085 76.405 3.680 4.8% 0.529 0.7% 6% False False 3,216
60 81.985 76.405 5.580 7.3% 0.493 0.6% 4% False False 2,194
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 0.135
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.463
2.618 78.532
1.618 77.962
1.000 77.610
0.618 77.392
HIGH 77.040
0.618 76.822
0.500 76.755
0.382 76.688
LOW 76.470
0.618 76.118
1.000 75.900
1.618 75.548
2.618 74.978
4.250 74.048
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 76.755 77.073
PP 76.715 76.927
S1 76.675 76.781

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

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