ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 75.620 76.165 0.545 0.7% 75.610
High 76.350 76.255 -0.095 -0.1% 75.805
Low 75.620 75.675 0.055 0.1% 75.375
Close 76.150 75.674 -0.476 -0.6% 75.458
Range 0.730 0.580 -0.150 -20.5% 0.430
ATR 0.395 0.408 0.013 3.3% 0.000
Volume 37 80 43 116.2% 109
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 77.608 77.221 75.993
R3 77.028 76.641 75.834
R2 76.448 76.448 75.780
R1 76.061 76.061 75.727 75.965
PP 75.868 75.868 75.868 75.820
S1 75.481 75.481 75.621 75.385
S2 75.288 75.288 75.568
S3 74.708 74.901 75.515
S4 74.128 74.321 75.355
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.836 76.577 75.695
R3 76.406 76.147 75.576
R2 75.976 75.976 75.537
R1 75.717 75.717 75.497 75.632
PP 75.546 75.546 75.546 75.503
S1 75.287 75.287 75.419 75.202
S2 75.116 75.116 75.379
S3 74.686 74.857 75.340
S4 74.256 74.427 75.222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.350 75.400 0.950 1.3% 0.440 0.6% 29% False False 34
10 76.465 75.375 1.090 1.4% 0.370 0.5% 27% False False 27
20 77.250 75.375 1.875 2.5% 0.348 0.5% 16% False False 21
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 0.054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.720
2.618 77.773
1.618 77.193
1.000 76.835
0.618 76.613
HIGH 76.255
0.618 76.033
0.500 75.965
0.382 75.897
LOW 75.675
0.618 75.317
1.000 75.095
1.618 74.737
2.618 74.157
4.250 73.210
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 75.965 75.880
PP 75.868 75.811
S1 75.771 75.743

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

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