ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 76.790 77.200 0.410 0.5% 77.750
High 77.270 77.245 -0.025 0.0% 77.760
Low 76.690 76.810 0.120 0.2% 76.600
Close 77.065 76.994 -0.071 -0.1% 76.706
Range 0.580 0.435 -0.145 -25.0% 1.160
ATR 0.502 0.497 -0.005 -1.0% 0.000
Volume 12,531 20,597 8,066 64.4% 4,353
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 78.321 78.093 77.233
R3 77.886 77.658 77.114
R2 77.451 77.451 77.074
R1 77.223 77.223 77.034 77.120
PP 77.016 77.016 77.016 76.965
S1 76.788 76.788 76.954 76.685
S2 76.581 76.581 76.914
S3 76.146 76.353 76.874
S4 75.711 75.918 76.755
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 80.502 79.764 77.344
R3 79.342 78.604 77.025
R2 78.182 78.182 76.919
R1 77.444 77.444 76.812 77.233
PP 77.022 77.022 77.022 76.917
S1 76.284 76.284 76.600 76.073
S2 75.862 75.862 76.493
S3 74.702 75.124 76.387
S4 73.542 73.964 76.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.270 76.405 0.865 1.1% 0.444 0.6% 68% False False 8,653
10 77.790 76.405 1.385 1.8% 0.480 0.6% 43% False False 4,516
20 79.295 76.405 2.890 3.8% 0.485 0.6% 20% False False 2,374
40 80.670 76.405 4.265 5.5% 0.525 0.7% 14% False False 1,229
60 81.985 76.405 5.580 7.2% 0.474 0.6% 11% False False 863
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.128
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.094
2.618 78.384
1.618 77.949
1.000 77.680
0.618 77.514
HIGH 77.245
0.618 77.079
0.500 77.028
0.382 76.976
LOW 76.810
0.618 76.541
1.000 76.375
1.618 76.106
2.618 75.671
4.250 74.961
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 77.028 76.942
PP 77.016 76.890
S1 77.005 76.838

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

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