ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 74.735 75.495 0.760 1.0% 73.185
High 75.620 75.835 0.215 0.3% 75.180
Low 74.530 75.205 0.675 0.9% 72.860
Close 75.517 75.417 -0.100 -0.1% 75.080
Range 1.090 0.630 -0.460 -42.2% 2.320
ATR 0.685 0.681 -0.004 -0.6% 0.000
Volume 55,123 39,107 -16,016 -29.1% 212,144
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 77.376 77.026 75.764
R3 76.746 76.396 75.590
R2 76.116 76.116 75.533
R1 75.766 75.766 75.475 75.626
PP 75.486 75.486 75.486 75.416
S1 75.136 75.136 75.359 74.996
S2 74.856 74.856 75.302
S3 74.226 74.506 75.244
S4 73.596 73.876 75.071
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 81.333 80.527 76.356
R3 79.013 78.207 75.718
R2 76.693 76.693 75.505
R1 75.887 75.887 75.293 76.290
PP 74.373 74.373 74.373 74.575
S1 73.567 73.567 74.867 73.970
S2 72.053 72.053 74.655
S3 69.733 71.247 74.442
S4 67.413 68.927 73.804
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.835 74.110 1.725 2.3% 0.807 1.1% 76% True False 48,976
10 75.835 72.860 2.975 3.9% 0.752 1.0% 86% True False 40,845
20 76.055 72.860 3.195 4.2% 0.686 0.9% 80% False False 32,776
40 76.980 72.860 4.120 5.5% 0.604 0.8% 62% False False 28,077
60 78.745 72.860 5.885 7.8% 0.578 0.8% 43% False False 21,965
80 79.705 72.860 6.845 9.1% 0.564 0.7% 37% False False 16,495
100 81.985 72.860 9.125 12.1% 0.547 0.7% 28% False False 13,227
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 0.218
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.513
2.618 77.484
1.618 76.854
1.000 76.465
0.618 76.224
HIGH 75.835
0.618 75.594
0.500 75.520
0.382 75.446
LOW 75.205
0.618 74.816
1.000 74.575
1.618 74.186
2.618 73.556
4.250 72.528
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 75.520 75.339
PP 75.486 75.261
S1 75.451 75.183

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

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