ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 75.195 75.845 0.650 0.9% 76.080
High 75.920 76.540 0.620 0.8% 76.190
Low 75.085 75.825 0.740 1.0% 75.085
Close 75.579 76.234 0.655 0.9% 75.579
Range 0.835 0.715 -0.120 -14.4% 1.105
ATR 0.693 0.712 0.019 2.8% 0.000
Volume 41,776 38,742 -3,034 -7.3% 190,851
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 78.345 78.004 76.627
R3 77.630 77.289 76.431
R2 76.915 76.915 76.365
R1 76.574 76.574 76.300 76.745
PP 76.200 76.200 76.200 76.285
S1 75.859 75.859 76.168 76.030
S2 75.485 75.485 76.103
S3 74.770 75.144 76.037
S4 74.055 74.429 75.841
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 78.933 78.361 76.187
R3 77.828 77.256 75.883
R2 76.723 76.723 75.782
R1 76.151 76.151 75.680 75.885
PP 75.618 75.618 75.618 75.485
S1 75.046 75.046 75.478 74.780
S2 74.513 74.513 75.376
S3 73.408 73.941 75.275
S4 72.303 72.836 74.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.540 75.085 1.455 1.9% 0.624 0.8% 79% True False 38,663
10 76.540 74.530 2.010 2.6% 0.731 1.0% 85% True False 40,175
20 76.540 72.860 3.680 4.8% 0.721 0.9% 92% True False 37,948
40 76.870 72.860 4.010 5.3% 0.622 0.8% 84% False False 30,402
60 77.760 72.860 4.900 6.4% 0.608 0.8% 69% False False 26,518
80 79.295 72.860 6.435 8.4% 0.582 0.8% 52% False False 19,933
100 81.985 72.860 9.125 12.0% 0.578 0.8% 37% False False 15,980
120 81.985 72.860 9.125 12.0% 0.525 0.7% 37% False False 13,325
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 0.190
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.579
2.618 78.412
1.618 77.697
1.000 77.255
0.618 76.982
HIGH 76.540
0.618 76.267
0.500 76.183
0.382 76.098
LOW 75.825
0.618 75.383
1.000 75.110
1.618 74.668
2.618 73.953
4.250 72.786
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 76.217 76.094
PP 76.200 75.953
S1 76.183 75.813

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

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