ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 75.800 75.660 -0.140 -0.2% 76.500
High 75.805 75.730 -0.075 -0.1% 76.720
Low 75.375 75.400 0.025 0.0% 75.550
Close 75.500 75.620 0.120 0.2% 75.703
Range 0.430 0.330 -0.100 -23.3% 1.170
ATR 0.364 0.362 -0.002 -0.7% 0.000
Volume 36 15 -21 -58.3% 99
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.573 76.427 75.802
R3 76.243 76.097 75.711
R2 75.913 75.913 75.681
R1 75.767 75.767 75.650 75.675
PP 75.583 75.583 75.583 75.538
S1 75.437 75.437 75.590 75.345
S2 75.253 75.253 75.560
S3 74.923 75.107 75.529
S4 74.593 74.777 75.439
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 79.501 78.772 76.347
R3 78.331 77.602 76.025
R2 77.161 77.161 75.918
R1 76.432 76.432 75.810 76.212
PP 75.991 75.991 75.991 75.881
S1 75.262 75.262 75.596 75.042
S2 74.821 74.821 75.489
S3 73.651 74.092 75.381
S4 72.481 72.922 75.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.300 75.375 0.925 1.2% 0.296 0.4% 26% False False 18
10 77.250 75.375 1.875 2.5% 0.294 0.4% 13% False False 17
20 77.260 75.375 1.885 2.5% 0.329 0.4% 13% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.133
2.618 76.594
1.618 76.264
1.000 76.060
0.618 75.934
HIGH 75.730
0.618 75.604
0.500 75.565
0.382 75.526
LOW 75.400
0.618 75.196
1.000 75.070
1.618 74.866
2.618 74.536
4.250 73.998
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 75.602 75.610
PP 75.583 75.600
S1 75.565 75.590

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

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