ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 75.335 74.800 -0.535 -0.7% 75.400
High 75.370 74.910 -0.460 -0.6% 75.545
Low 74.680 74.140 -0.540 -0.7% 74.140
Close 74.790 74.217 -0.573 -0.8% 74.217
Range 0.690 0.770 0.080 11.6% 1.405
ATR 0.597 0.609 0.012 2.1% 0.000
Volume 795 2,654 1,859 233.8% 4,686
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.732 76.245 74.641
R3 75.962 75.475 74.429
R2 75.192 75.192 74.358
R1 74.705 74.705 74.288 74.564
PP 74.422 74.422 74.422 74.352
S1 73.935 73.935 74.146 73.794
S2 73.652 73.652 74.076
S3 72.882 73.165 74.005
S4 72.112 72.395 73.794
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.849 77.938 74.990
R3 77.444 76.533 74.603
R2 76.039 76.039 74.475
R1 75.128 75.128 74.346 74.881
PP 74.634 74.634 74.634 74.511
S1 73.723 73.723 74.088 73.476
S2 73.229 73.229 73.959
S3 71.824 72.318 73.831
S4 70.419 70.913 73.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.545 74.140 1.405 1.9% 0.514 0.7% 5% False True 937
10 77.015 74.140 2.875 3.9% 0.552 0.7% 3% False True 634
20 77.015 74.140 2.875 3.9% 0.617 0.8% 3% False True 461
40 77.015 73.325 3.690 5.0% 0.560 0.8% 24% False False 263
60 77.515 73.325 4.190 5.6% 0.464 0.6% 21% False False 179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.183
2.618 76.926
1.618 76.156
1.000 75.680
0.618 75.386
HIGH 74.910
0.618 74.616
0.500 74.525
0.382 74.434
LOW 74.140
0.618 73.664
1.000 73.370
1.618 72.894
2.618 72.124
4.250 70.868
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 74.525 74.775
PP 74.422 74.589
S1 74.320 74.403

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

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