ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 75.940 76.520 0.580 0.8% 75.870
High 76.560 76.695 0.135 0.2% 76.560
Low 75.840 76.295 0.455 0.6% 75.505
Close 76.485 76.376 -0.109 -0.1% 76.485
Range 0.720 0.400 -0.320 -44.4% 1.055
ATR 0.577 0.564 -0.013 -2.2% 0.000
Volume 28,296 17,364 -10,932 -38.6% 128,102
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.655 77.416 76.596
R3 77.255 77.016 76.486
R2 76.855 76.855 76.449
R1 76.616 76.616 76.413 76.536
PP 76.455 76.455 76.455 76.415
S1 76.216 76.216 76.339 76.136
S2 76.055 76.055 76.303
S3 75.655 75.816 76.266
S4 75.255 75.416 76.156
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.348 78.972 77.065
R3 78.293 77.917 76.775
R2 77.238 77.238 76.678
R1 76.862 76.862 76.582 77.050
PP 76.183 76.183 76.183 76.278
S1 75.807 75.807 76.388 75.995
S2 75.128 75.128 76.292
S3 74.073 74.752 76.195
S4 73.018 73.697 75.905
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.695 75.505 1.190 1.6% 0.509 0.7% 73% True False 24,922
10 77.390 75.505 1.885 2.5% 0.607 0.8% 46% False False 26,783
20 77.675 75.505 2.170 2.8% 0.568 0.7% 40% False False 19,609
40 79.295 75.505 3.790 5.0% 0.535 0.7% 23% False False 9,897
60 81.985 75.505 6.480 8.5% 0.549 0.7% 13% False False 6,655
80 81.985 75.505 6.480 8.5% 0.471 0.6% 13% False False 5,004
Crabel Price Patterns
NR True
NR4 True
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 0.159
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.395
2.618 77.742
1.618 77.342
1.000 77.095
0.618 76.942
HIGH 76.695
0.618 76.542
0.500 76.495
0.382 76.448
LOW 76.295
0.618 76.048
1.000 75.895
1.618 75.648
2.618 75.248
4.250 74.595
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 76.495 76.317
PP 76.455 76.257
S1 76.416 76.198

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

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