ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 76.165 75.530 -0.635 -0.8% 75.610
High 76.255 75.530 -0.725 -1.0% 75.805
Low 75.675 74.950 -0.725 -1.0% 75.375
Close 75.674 75.012 -0.662 -0.9% 75.458
Range 0.580 0.580 0.000 0.0% 0.430
ATR 0.408 0.431 0.023 5.5% 0.000
Volume 80 161 81 101.3% 109
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.904 76.538 75.331
R3 76.324 75.958 75.172
R2 75.744 75.744 75.118
R1 75.378 75.378 75.065 75.271
PP 75.164 75.164 75.164 75.111
S1 74.798 74.798 74.959 74.691
S2 74.584 74.584 74.906
S3 74.004 74.218 74.853
S4 73.424 73.638 74.693
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 74.950 1.400 1.9% 0.490 0.7% 4% False True 63
10 76.350 74.950 1.400 1.9% 0.393 0.5% 4% False True 40
20 77.250 74.950 2.300 3.1% 0.366 0.5% 3% False True 28
Crabel Price Patterns
NR False
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 0.054
Fibonacci Retracements and Extensions
4.250 77.995
2.618 77.048
1.618 76.468
1.000 76.110
0.618 75.888
HIGH 75.530
0.618 75.308
0.500 75.240
0.382 75.172
LOW 74.950
0.618 74.592
1.000 74.370
1.618 74.012
2.618 73.432
4.250 72.485
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 75.240 75.650
PP 75.164 75.437
S1 75.088 75.225

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

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