ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 75.325 75.000 -0.325 -0.4% 76.350
High 75.340 75.410 0.070 0.1% 77.015
Low 74.965 74.820 -0.145 -0.2% 75.400
Close 75.166 75.196 0.030 0.0% 75.498
Range 0.375 0.590 0.215 57.3% 1.615
ATR 0.590 0.590 0.000 0.0% 0.000
Volume 247 440 193 78.1% 1,658
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.912 76.644 75.521
R3 76.322 76.054 75.358
R2 75.732 75.732 75.304
R1 75.464 75.464 75.250 75.598
PP 75.142 75.142 75.142 75.209
S1 74.874 74.874 75.142 75.008
S2 74.552 74.552 75.088
S3 73.962 74.284 75.034
S4 73.372 73.694 74.872
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.816 79.772 76.386
R3 79.201 78.157 75.942
R2 77.586 77.586 75.794
R1 76.542 76.542 75.646 76.257
PP 75.971 75.971 75.971 75.828
S1 74.927 74.927 75.350 74.642
S2 74.356 74.356 75.202
S3 72.741 73.312 75.054
S4 71.126 71.697 74.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.405 74.820 1.585 2.1% 0.471 0.6% 24% False True 356
10 77.015 74.820 2.195 2.9% 0.532 0.7% 17% False True 336
20 77.015 73.500 3.515 4.7% 0.659 0.9% 48% False False 300
40 77.015 73.325 3.690 4.9% 0.534 0.7% 51% False False 178
60 77.977 73.325 4.652 6.2% 0.439 0.6% 40% False False 122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.080
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.918
2.618 76.955
1.618 76.365
1.000 76.000
0.618 75.775
HIGH 75.410
0.618 75.185
0.500 75.115
0.382 75.045
LOW 74.820
0.618 74.455
1.000 74.230
1.618 73.865
2.618 73.275
4.250 72.313
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 75.169 75.192
PP 75.142 75.187
S1 75.115 75.183

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

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