ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 75.485 75.195 -0.290 -0.4% 76.080
High 75.710 75.920 0.210 0.3% 76.190
Low 75.185 75.085 -0.100 -0.1% 75.085
Close 75.277 75.579 0.302 0.4% 75.579
Range 0.525 0.835 0.310 59.0% 1.105
ATR 0.682 0.693 0.011 1.6% 0.000
Volume 41,059 41,776 717 1.7% 190,851
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 78.033 77.641 76.038
R3 77.198 76.806 75.809
R2 76.363 76.363 75.732
R1 75.971 75.971 75.656 76.167
PP 75.528 75.528 75.528 75.626
S1 75.136 75.136 75.502 75.332
S2 74.693 74.693 75.426
S3 73.858 74.301 75.349
S4 73.023 73.466 75.120
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 78.933 78.361 76.187
R3 77.828 77.256 75.883
R2 76.723 76.723 75.782
R1 76.151 76.151 75.680 75.885
PP 75.618 75.618 75.618 75.485
S1 75.046 75.046 75.478 74.780
S2 74.513 74.513 75.376
S3 73.408 73.941 75.275
S4 72.303 72.836 74.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.190 75.085 1.105 1.5% 0.637 0.8% 45% False True 38,170
10 76.190 74.530 1.660 2.2% 0.735 1.0% 63% False False 41,456
20 76.190 72.860 3.330 4.4% 0.708 0.9% 82% False False 36,782
40 76.870 72.860 4.010 5.3% 0.622 0.8% 68% False False 30,141
60 77.760 72.860 4.900 6.5% 0.604 0.8% 55% False False 25,876
80 79.295 72.860 6.435 8.5% 0.581 0.8% 42% False False 19,449
100 81.985 72.860 9.125 12.1% 0.577 0.8% 30% False False 15,593
120 81.985 72.860 9.125 12.1% 0.523 0.7% 30% False False 13,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.222
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.469
2.618 78.106
1.618 77.271
1.000 76.755
0.618 76.436
HIGH 75.920
0.618 75.601
0.500 75.503
0.382 75.404
LOW 75.085
0.618 74.569
1.000 74.250
1.618 73.734
2.618 72.899
4.250 71.536
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 75.554 75.554
PP 75.528 75.528
S1 75.503 75.503

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

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