ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 77.165 77.390 0.225 0.3% 77.985
High 77.450 77.525 0.075 0.1% 78.655
Low 77.090 76.860 -0.230 -0.3% 77.290
Close 77.408 76.994 -0.414 -0.5% 77.630
Range 0.360 0.665 0.305 84.7% 1.365
ATR 0.508 0.520 0.011 2.2% 0.000
Volume 540 682 142 26.3% 1,828
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.121 78.723 77.360
R3 78.456 78.058 77.177
R2 77.791 77.791 77.116
R1 77.393 77.393 77.055 77.260
PP 77.126 77.126 77.126 77.060
S1 76.728 76.728 76.933 76.595
S2 76.461 76.461 76.872
S3 75.796 76.063 76.811
S4 75.131 75.398 76.628
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 81.953 81.157 78.381
R3 80.588 79.792 78.005
R2 79.223 79.223 77.880
R1 78.427 78.427 77.755 78.143
PP 77.858 77.858 77.858 77.716
S1 77.062 77.062 77.505 76.778
S2 76.493 76.493 77.380
S3 75.128 75.697 77.255
S4 73.763 74.332 76.879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.790 76.860 0.930 1.2% 0.515 0.7% 14% False True 378
10 78.745 76.860 1.885 2.4% 0.496 0.6% 7% False True 360
20 79.295 76.860 2.435 3.2% 0.503 0.7% 6% False True 239
40 81.985 76.860 5.125 6.7% 0.536 0.7% 3% False True 201
60 81.985 76.860 5.125 6.7% 0.454 0.6% 3% False True 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.127
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.351
2.618 79.266
1.618 78.601
1.000 78.190
0.618 77.936
HIGH 77.525
0.618 77.271
0.500 77.193
0.382 77.114
LOW 76.860
0.618 76.449
1.000 76.195
1.618 75.784
2.618 75.119
4.250 74.034
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 77.193 77.310
PP 77.126 77.205
S1 77.060 77.099

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

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