ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 78.785 78.500 -0.285 -0.4% 79.655
High 78.935 78.875 -0.060 -0.1% 80.085
Low 78.355 78.355 0.000 0.0% 78.620
Close 78.553 78.495 -0.058 -0.1% 78.735
Range 0.580 0.520 -0.060 -10.3% 1.465
ATR 0.561 0.558 -0.003 -0.5% 0.000
Volume 78 35 -43 -55.1% 442
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.135 79.835 78.781
R3 79.615 79.315 78.638
R2 79.095 79.095 78.590
R1 78.795 78.795 78.543 78.685
PP 78.575 78.575 78.575 78.520
S1 78.275 78.275 78.447 78.165
S2 78.055 78.055 78.400
S3 77.535 77.755 78.352
S4 77.015 77.235 78.209
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 83.542 82.603 79.541
R3 82.077 81.138 79.138
R2 80.612 80.612 79.004
R1 79.673 79.673 78.869 79.410
PP 79.147 79.147 79.147 79.015
S1 78.208 78.208 78.601 77.945
S2 77.682 77.682 78.466
S3 76.217 76.743 78.332
S4 74.752 75.278 77.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.705 78.355 1.350 1.7% 0.600 0.8% 10% False True 82
10 81.480 78.355 3.125 4.0% 0.663 0.8% 4% False True 90
20 81.985 78.355 3.630 4.6% 0.552 0.7% 4% False True 170
40 82.150 78.355 3.795 4.8% 0.391 0.5% 4% False True 107
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.088
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.085
2.618 80.236
1.618 79.716
1.000 79.395
0.618 79.196
HIGH 78.875
0.618 78.676
0.500 78.615
0.382 78.554
LOW 78.355
0.618 78.034
1.000 77.835
1.618 77.514
2.618 76.994
4.250 76.145
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 78.615 78.795
PP 78.575 78.695
S1 78.535 78.595

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

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