ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 28-Dec-2010
Day Change Summary
Previous Current
27-Dec-2010 28-Dec-2010 Change Change % Previous Week
Open 81.300 80.760 -0.540 -0.7% 81.320
High 81.300 80.760 -0.540 -0.7% 81.505
Low 80.970 80.495 -0.475 -0.6% 81.100
Close 81.094 81.080 -0.014 0.0% 81.242
Range 0.330 0.265 -0.065 -19.7% 0.405
ATR 0.370 0.387 0.016 4.4% 0.000
Volume 6 5 -1 -16.7% 37
Daily Pivots for day following 28-Dec-2010
Classic Woodie Camarilla DeMark
R4 81.573 81.592 81.226
R3 81.308 81.327 81.153
R2 81.043 81.043 81.129
R1 81.062 81.062 81.104 81.053
PP 80.778 80.778 80.778 80.774
S1 80.797 80.797 81.056 80.788
S2 80.513 80.513 81.031
S3 80.248 80.532 81.007
S4 79.983 80.267 80.934
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.497 82.275 81.465
R3 82.092 81.870 81.353
R2 81.687 81.687 81.316
R1 81.465 81.465 81.279 81.374
PP 81.282 81.282 81.282 81.237
S1 81.060 81.060 81.205 80.969
S2 80.877 80.877 81.168
S3 80.472 80.655 81.131
S4 80.067 80.250 81.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.505 80.495 1.010 1.2% 0.189 0.2% 58% False True 8
10 81.505 79.790 1.715 2.1% 0.251 0.3% 75% False False 11
20 82.150 79.790 2.360 2.9% 0.230 0.3% 55% False False 44
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.886
2.618 81.454
1.618 81.189
1.000 81.025
0.618 80.924
HIGH 80.760
0.618 80.659
0.500 80.628
0.382 80.596
LOW 80.495
0.618 80.331
1.000 80.230
1.618 80.066
2.618 79.801
4.250 79.369
Fisher Pivots for day following 28-Dec-2010
Pivot 1 day 3 day
R1 80.929 81.053
PP 80.778 81.027
S1 80.628 81.000

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

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