ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 78.275 78.410 0.135 0.2% 78.785
High 78.505 78.735 0.230 0.3% 78.935
Low 78.165 78.175 0.010 0.0% 78.165
Close 78.204 78.630 0.426 0.5% 78.630
Range 0.340 0.560 0.220 64.7% 0.770
ATR 0.528 0.530 0.002 0.4% 0.000
Volume 33 32 -1 -3.0% 212
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.193 79.972 78.938
R3 79.633 79.412 78.784
R2 79.073 79.073 78.733
R1 78.852 78.852 78.681 78.963
PP 78.513 78.513 78.513 78.569
S1 78.292 78.292 78.579 78.403
S2 77.953 77.953 78.527
S3 77.393 77.732 78.476
S4 76.833 77.172 78.322
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 80.887 80.528 79.054
R3 80.117 79.758 78.842
R2 79.347 79.347 78.771
R1 78.988 78.988 78.701 78.783
PP 78.577 78.577 78.577 78.474
S1 78.218 78.218 78.559 78.013
S2 77.807 77.807 78.489
S3 77.037 77.448 78.418
S4 76.267 76.678 78.207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.935 78.165 0.770 1.0% 0.467 0.6% 60% False False 42
10 80.085 78.165 1.920 2.4% 0.549 0.7% 24% False False 65
20 81.985 78.165 3.820 4.9% 0.560 0.7% 12% False False 170
40 81.985 78.165 3.820 4.9% 0.411 0.5% 12% False False 109
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 0.097
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.115
2.618 80.201
1.618 79.641
1.000 79.295
0.618 79.081
HIGH 78.735
0.618 78.521
0.500 78.455
0.382 78.389
LOW 78.175
0.618 77.829
1.000 77.615
1.618 77.269
2.618 76.709
4.250 75.795
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 78.572 78.570
PP 78.513 78.510
S1 78.455 78.450

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

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