ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 75.620 74.830 -0.790 -1.0% 75.845
High 75.670 74.840 -0.830 -1.1% 76.540
Low 74.895 74.495 -0.400 -0.5% 74.895
Close 74.955 74.696 -0.259 -0.3% 74.955
Range 0.775 0.345 -0.430 -55.5% 1.645
ATR 0.693 0.676 -0.017 -2.4% 0.000
Volume 26,982 25,853 -1,129 -4.2% 156,262
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 75.712 75.549 74.886
R3 75.367 75.204 74.791
R2 75.022 75.022 74.759
R1 74.859 74.859 74.728 74.768
PP 74.677 74.677 74.677 74.632
S1 74.514 74.514 74.664 74.423
S2 74.332 74.332 74.633
S3 73.987 74.169 74.601
S4 73.642 73.824 74.506
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.398 79.322 75.860
R3 78.753 77.677 75.407
R2 77.108 77.108 75.257
R1 76.032 76.032 75.106 75.748
PP 75.463 75.463 75.463 75.321
S1 74.387 74.387 74.804 74.103
S2 73.818 73.818 74.653
S3 72.173 72.742 74.503
S4 70.528 71.097 74.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.450 74.495 1.955 2.6% 0.570 0.8% 10% False True 28,674
10 76.540 74.495 2.045 2.7% 0.597 0.8% 10% False True 33,668
20 76.540 72.860 3.680 4.9% 0.726 1.0% 50% False False 39,284
40 76.540 72.860 3.680 4.9% 0.625 0.8% 50% False False 31,082
60 77.675 72.860 4.815 6.4% 0.615 0.8% 38% False False 28,835
80 79.295 72.860 6.435 8.6% 0.581 0.8% 29% False False 21,720
100 81.985 72.860 9.125 12.2% 0.581 0.8% 20% False False 17,393
120 81.985 72.860 9.125 12.2% 0.541 0.7% 20% False False 14,514
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.108
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 76.306
2.618 75.743
1.618 75.398
1.000 75.185
0.618 75.053
HIGH 74.840
0.618 74.708
0.500 74.668
0.382 74.627
LOW 74.495
0.618 74.282
1.000 74.150
1.618 73.937
2.618 73.592
4.250 73.029
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 74.687 75.295
PP 74.677 75.095
S1 74.668 74.896

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

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