ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 74.820 75.975 1.155 1.5% 74.130
High 76.135 76.505 0.370 0.5% 75.340
Low 74.820 75.855 1.035 1.4% 73.880
Close 76.072 76.224 0.152 0.2% 75.186
Range 1.315 0.650 -0.665 -50.6% 1.460
ATR 0.651 0.651 0.000 0.0% 0.000
Volume 41,153 35,293 -5,860 -14.2% 109,581
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.145 77.834 76.582
R3 77.495 77.184 76.403
R2 76.845 76.845 76.343
R1 76.534 76.534 76.284 76.690
PP 76.195 76.195 76.195 76.272
S1 75.884 75.884 76.164 76.040
S2 75.545 75.545 76.105
S3 74.895 75.234 76.045
S4 74.245 74.584 75.867
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.182 78.644 75.989
R3 77.722 77.184 75.588
R2 76.262 76.262 75.454
R1 75.724 75.724 75.320 75.993
PP 74.802 74.802 74.802 74.937
S1 74.264 74.264 75.052 74.533
S2 73.342 73.342 74.918
S3 71.882 72.804 74.785
S4 70.422 71.344 74.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.505 74.440 2.065 2.7% 0.767 1.0% 86% True False 31,443
10 76.505 73.880 2.625 3.4% 0.661 0.9% 89% True False 23,315
20 77.015 73.880 3.135 4.1% 0.607 0.8% 75% False False 11,860
40 77.015 73.325 3.690 4.8% 0.609 0.8% 79% False False 6,016
60 77.250 73.325 3.925 5.1% 0.528 0.7% 74% False False 4,020
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.100
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.268
2.618 78.207
1.618 77.557
1.000 77.155
0.618 76.907
HIGH 76.505
0.618 76.257
0.500 76.180
0.382 76.103
LOW 75.855
0.618 75.453
1.000 75.205
1.618 74.803
2.618 74.153
4.250 73.093
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 76.209 75.999
PP 76.195 75.773
S1 76.180 75.548

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

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