ICE US Dollar Index Future June 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	73.585	73.875	0.290	0.4%	74.830
High	73.995	74.320	0.325	0.4%	74.955
Low	73.560	73.695	0.135	0.2%	73.725
Close	73.939	74.201	0.262	0.4%	73.807
Range	0.435	0.625	0.190	43.7%	1.230
ATR	0.641	0.639	-0.001	-0.2%	0.000
Volume	40,925	38,502	-2,423	-5.9%	122,698

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.947	75.699	74.545
R3	75.322	75.074	74.373
R2	74.697	74.697	74.316
R1	74.449	74.449	74.258	74.573
PP	74.072	74.072	74.072	74.134
S1	73.824	73.824	74.144	73.948
S2	73.447	73.447	74.086
S3	72.822	73.199	74.029
S4	72.197	72.574	73.857

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.852	77.060	74.484
R3	76.622	75.830	74.145
R2	75.392	75.392	74.033
R1	74.600	74.600	73.920	74.381
PP	74.162	74.162	74.162	74.053
S1	73.370	73.370	73.694	73.151
S2	72.932	72.932	73.582
S3	71.702	72.140	73.469
S4	70.472	70.910	73.131

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.505	73.515	0.990	1.3%	0.562	0.8%	69%	False	False	36,095
10	76.095	73.515	2.580	3.5%	0.592	0.8%	27%	False	False	32,667
20	76.540	73.515	3.025	4.1%	0.635	0.9%	23%	False	False	34,996
40	76.540	72.860	3.680	5.0%	0.654	0.9%	36%	False	False	33,464
60	77.135	72.860	4.275	5.8%	0.612	0.8%	31%	False	False	30,370
80	79.125	72.860	6.265	8.4%	0.591	0.8%	21%	False	False	24,736
100	79.705	72.860	6.845	9.2%	0.578	0.8%	20%	False	False	19,805
120	81.985	72.860	9.125	12.3%	0.557	0.8%	15%	False	False	16,530

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.089
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	76.976
2.618	75.956
1.618	75.331
1.000	74.945
0.618	74.706
HIGH	74.320
0.618	74.081
0.500	74.008
0.382	73.934
LOW	73.695
0.618	73.309
1.000	73.070
1.618	72.684
2.618	72.059
4.250	71.039

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	74.137	74.107
PP	74.072	74.012
S1	74.008	73.918

Download as Excel Spreadsheet

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

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