ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 75.415 76.080 0.665 0.9% 75.025
High 76.140 76.190 0.050 0.1% 76.140
Low 74.945 75.410 0.465 0.6% 74.530
Close 75.938 75.651 -0.287 -0.4% 75.938
Range 1.195 0.780 -0.415 -34.7% 1.610
ATR 0.717 0.722 0.004 0.6% 0.000
Volume 45,826 36,278 -9,548 -20.8% 223,717
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 78.090 77.651 76.080
R3 77.310 76.871 75.866
R2 76.530 76.530 75.794
R1 76.091 76.091 75.723 75.921
PP 75.750 75.750 75.750 75.665
S1 75.311 75.311 75.580 75.141
S2 74.970 74.970 75.508
S3 74.190 74.531 75.437
S4 73.410 73.751 75.222
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 80.366 79.762 76.824
R3 78.756 78.152 76.381
R2 77.146 77.146 76.233
R1 76.542 76.542 76.086 76.844
PP 75.536 75.536 75.536 75.687
S1 74.932 74.932 75.790 75.234
S2 73.926 73.926 75.643
S3 72.316 73.322 75.495
S4 70.706 71.712 75.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.190 74.530 1.660 2.2% 0.837 1.1% 68% True False 41,688
10 76.190 72.860 3.330 4.4% 0.855 1.1% 84% True False 44,900
20 76.190 72.860 3.330 4.4% 0.738 1.0% 84% True False 34,715
40 76.870 72.860 4.010 5.3% 0.608 0.8% 70% False False 28,772
60 78.655 72.860 5.795 7.7% 0.593 0.8% 48% False False 23,326
80 79.295 72.860 6.435 8.5% 0.573 0.8% 43% False False 17,519
100 81.985 72.860 9.125 12.1% 0.564 0.7% 31% False False 14,048
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 0.235
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.505
2.618 78.232
1.618 77.452
1.000 76.970
0.618 76.672
HIGH 76.190
0.618 75.892
0.500 75.800
0.382 75.708
LOW 75.410
0.618 74.928
1.000 74.630
1.618 74.148
2.618 73.368
4.250 72.095
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 75.800 75.623
PP 75.750 75.595
S1 75.701 75.568

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

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