ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 77.060 76.670 -0.390 -0.5% 76.270
High 77.060 77.005 -0.055 -0.1% 76.970
Low 76.790 76.670 -0.120 -0.2% 75.955
Close 76.816 76.942 0.126 0.2% 76.900
Range 0.270 0.335 0.065 24.1% 1.015
ATR 0.387 0.383 -0.004 -1.0% 0.000
Volume 13 12 -1 -7.7% 119
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 77.877 77.745 77.126
R3 77.542 77.410 77.034
R2 77.207 77.207 77.003
R1 77.075 77.075 76.973 77.141
PP 76.872 76.872 76.872 76.906
S1 76.740 76.740 76.911 76.806
S2 76.537 76.537 76.881
S3 76.202 76.405 76.850
S4 75.867 76.070 76.758
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 79.653 79.292 77.458
R3 78.638 78.277 77.179
R2 77.623 77.623 77.086
R1 77.262 77.262 76.993 77.443
PP 76.608 76.608 76.608 76.699
S1 76.247 76.247 76.807 76.428
S2 75.593 75.593 76.714
S3 74.578 75.232 76.621
S4 73.563 74.217 76.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.060 76.185 0.875 1.1% 0.382 0.5% 87% False False 20
10 77.515 75.955 1.560 2.0% 0.340 0.4% 63% False False 15
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.429
2.618 77.882
1.618 77.547
1.000 77.340
0.618 77.212
HIGH 77.005
0.618 76.877
0.500 76.838
0.382 76.798
LOW 76.670
0.618 76.463
1.000 76.335
1.618 76.128
2.618 75.793
4.250 75.246
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 76.907 76.852
PP 76.872 76.762
S1 76.838 76.673

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

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