ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 73.875 73.685 -0.190 -0.3% 74.625
High 73.875 73.750 -0.125 -0.2% 74.950
Low 73.535 73.500 -0.035 0.0% 73.500
Close 73.736 73.532 -0.204 -0.3% 73.532
Range 0.340 0.250 -0.090 -26.5% 1.450
ATR 0.462 0.447 -0.015 -3.3% 0.000
Volume 54 89 35 64.8% 269
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 74.344 74.188 73.670
R3 74.094 73.938 73.601
R2 73.844 73.844 73.578
R1 73.688 73.688 73.555 73.641
PP 73.594 73.594 73.594 73.571
S1 73.438 73.438 73.509 73.391
S2 73.344 73.344 73.486
S3 73.094 73.188 73.463
S4 72.844 72.938 73.395
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.344 77.388 74.330
R3 76.894 75.938 73.931
R2 75.444 75.444 73.798
R1 74.488 74.488 73.665 74.241
PP 73.994 73.994 73.994 73.871
S1 73.038 73.038 73.399 72.791
S2 72.544 72.544 73.266
S3 71.094 71.588 73.133
S4 69.644 70.138 72.735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.950 73.500 1.450 2.0% 0.427 0.6% 2% False True 53
10 76.350 73.500 2.850 3.9% 0.460 0.6% 1% False True 59
20 77.250 73.500 3.750 5.1% 0.390 0.5% 1% False True 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.087
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 74.813
2.618 74.405
1.618 74.155
1.000 74.000
0.618 73.905
HIGH 73.750
0.618 73.655
0.500 73.625
0.382 73.596
LOW 73.500
0.618 73.346
1.000 73.250
1.618 73.096
2.618 72.846
4.250 72.438
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 73.625 74.028
PP 73.594 73.862
S1 73.563 73.697

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

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