ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	74.055	74.235	0.180	0.2%	74.140
High	74.245	74.865	0.620	0.8%	74.550
Low	73.890	74.200	0.310	0.4%	73.635
Close	74.173	74.557	0.384	0.5%	73.869
Range	0.355	0.665	0.310	87.3%	0.915
ATR	0.675	0.676	0.001	0.2%	0.000
Volume	18,444	25,423	6,979	37.8%	108,237

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.536	76.211	74.923
R3	75.871	75.546	74.740
R2	75.206	75.206	74.679
R1	74.881	74.881	74.618	75.044
PP	74.541	74.541	74.541	74.622
S1	74.216	74.216	74.496	74.379
S2	73.876	73.876	74.435
S3	73.211	73.551	74.374
S4	72.546	72.886	74.191

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.763	76.231	74.372
R3	75.848	75.316	74.121
R2	74.933	74.933	74.037
R1	74.401	74.401	73.953	74.210
PP	74.018	74.018	74.018	73.922
S1	73.486	73.486	73.785	73.295
S2	73.103	73.103	73.701
S3	72.188	72.571	73.617
S4	71.273	71.656	73.366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.865	73.565	1.300	1.7%	0.544	0.7%	76%	True	False	22,606
10	74.865	73.565	1.300	1.7%	0.568	0.8%	76%	True	False	21,726
20	75.645	73.515	2.130	2.9%	0.710	1.0%	49%	False	False	25,464
40	77.175	73.515	3.660	4.9%	0.743	1.0%	28%	False	False	28,713
60	77.175	73.515	3.660	4.9%	0.721	1.0%	28%	False	False	28,752
80	77.175	73.515	3.660	4.9%	0.685	0.9%	28%	False	False	22,180
100	77.175	73.325	3.850	5.2%	0.660	0.9%	32%	False	False	17,765
120	77.515	73.325	4.190	5.6%	0.602	0.8%	29%	False	False	14,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.129
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.691
2.618	76.606
1.618	75.941
1.000	75.530
0.618	75.276
HIGH	74.865
0.618	74.611
0.500	74.533
0.382	74.454
LOW	74.200
0.618	73.789
1.000	73.535
1.618	73.124
2.618	72.459
4.250	71.374

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	74.549	74.462
PP	74.541	74.367
S1	74.533	74.273

Download as Excel Spreadsheet

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

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