ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 74.130 74.345 0.215 0.3% 75.400
High 74.445 74.445 0.000 0.0% 75.545
Low 74.065 73.880 -0.185 -0.2% 74.140
Close 74.369 73.898 -0.471 -0.6% 74.217
Range 0.380 0.565 0.185 48.7% 1.405
ATR 0.593 0.591 -0.002 -0.3% 0.000
Volume 11,975 11,807 -168 -1.4% 4,686
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 75.769 75.399 74.209
R3 75.204 74.834 74.053
R2 74.639 74.639 74.002
R1 74.269 74.269 73.950 74.172
PP 74.074 74.074 74.074 74.026
S1 73.704 73.704 73.846 73.607
S2 73.509 73.509 73.794
S3 72.944 73.139 73.743
S4 72.379 72.574 73.587
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 75.410 73.880 1.530 2.1% 0.599 0.8% 1% False True 5,534
10 76.855 73.880 2.975 4.0% 0.528 0.7% 1% False True 2,919
20 77.015 73.880 3.135 4.2% 0.606 0.8% 1% False True 1,625
40 77.015 73.325 3.690 5.0% 0.567 0.8% 16% False False 857
60 77.515 73.325 4.190 5.7% 0.479 0.6% 14% False False 576
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.079
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.846
2.618 75.924
1.618 75.359
1.000 75.010
0.618 74.794
HIGH 74.445
0.618 74.229
0.500 74.163
0.382 74.096
LOW 73.880
0.618 73.531
1.000 73.315
1.618 72.966
2.618 72.401
4.250 71.479
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 74.163 74.395
PP 74.074 74.229
S1 73.986 74.064

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

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