ICE US Dollar Index Future June 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 74.525 74.865 0.340 0.5% 75.845
High 74.955 74.955 0.000 0.0% 76.540
Low 74.345 74.260 -0.085 -0.1% 74.895
Close 74.731 74.375 -0.356 -0.5% 74.955
Range 0.610 0.695 0.085 13.9% 1.645
ATR 0.671 0.673 0.002 0.3% 0.000
Volume 31,753 29,806 -1,947 -6.1% 156,262
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.615 76.190 74.757
R3 75.920 75.495 74.566
R2 75.225 75.225 74.502
R1 74.800 74.800 74.439 74.665
PP 74.530 74.530 74.530 74.463
S1 74.105 74.105 74.311 73.970
S2 73.835 73.835 74.248
S3 73.140 73.410 74.184
S4 72.445 72.715 73.993
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 76.095 74.260 1.835 2.5% 0.621 0.8% 6% False True 29,239
10 76.540 74.260 2.280 3.1% 0.623 0.8% 5% False True 32,650
20 76.540 72.985 3.555 4.8% 0.736 1.0% 39% False False 39,304
40 76.540 72.860 3.680 4.9% 0.640 0.9% 41% False False 31,689
60 77.675 72.860 4.815 6.5% 0.620 0.8% 31% False False 29,532
80 79.295 72.860 6.435 8.7% 0.587 0.8% 24% False False 22,486
100 81.480 72.860 8.620 11.6% 0.586 0.8% 18% False False 18,006
120 81.985 72.860 9.125 12.3% 0.546 0.7% 17% False False 15,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.097
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.909
2.618 76.775
1.618 76.080
1.000 75.650
0.618 75.385
HIGH 74.955
0.618 74.690
0.500 74.608
0.382 74.525
LOW 74.260
0.618 73.830
1.000 73.565
1.618 73.135
2.618 72.440
4.250 71.306
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 74.608 74.608
PP 74.530 74.530
S1 74.453 74.453

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

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