ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 76.810 76.655 -0.155 -0.2% 76.605
High 77.040 77.390 0.350 0.5% 77.675
Low 76.470 76.585 0.115 0.2% 76.405
Close 76.635 76.656 0.021 0.0% 77.055
Range 0.570 0.805 0.235 41.2% 1.270
ATR 0.535 0.554 0.019 3.6% 0.000
Volume 22,433 29,747 7,314 32.6% 97,746
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.292 78.779 77.099
R3 78.487 77.974 76.877
R2 77.682 77.682 76.804
R1 77.169 77.169 76.730 77.426
PP 76.877 76.877 76.877 77.005
S1 76.364 76.364 76.582 76.621
S2 76.072 76.072 76.508
S3 75.267 75.559 76.435
S4 74.462 74.754 76.213
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% 0.658 0.9% 15% False False 26,043
10 77.675 76.405 1.270 1.7% 0.574 0.7% 20% False False 15,357
20 79.125 76.405 2.720 3.5% 0.530 0.7% 9% False False 7,834
40 79.705 76.405 3.300 4.3% 0.527 0.7% 8% False False 3,959
60 81.985 76.405 5.580 7.3% 0.501 0.7% 4% False False 2,690
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 0.134
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 80.811
2.618 79.497
1.618 78.692
1.000 78.195
0.618 77.887
HIGH 77.390
0.618 77.082
0.500 76.988
0.382 76.893
LOW 76.585
0.618 76.088
1.000 75.780
1.618 75.283
2.618 74.478
4.250 73.164
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 76.988 77.073
PP 76.877 76.934
S1 76.767 76.795

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

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