ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	75.640	75.390	-0.250	-0.3%	73.510
High	75.830	75.660	-0.170	-0.2%	75.520
Low	75.135	75.185	0.050	0.1%	73.325
Close	75.385	75.272	-0.113	-0.1%	75.550
Range	0.695	0.475	-0.220	-31.7%	2.195
ATR	0.556	0.550	-0.006	-1.0%	0.000
Volume	273	227	-46	-16.8%	612

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.797	76.510	75.533
R3	76.322	76.035	75.403
R2	75.847	75.847	75.359
R1	75.560	75.560	75.316	75.466
PP	75.372	75.372	75.372	75.326
S1	75.085	75.085	75.228	74.991
S2	74.897	74.897	75.185
S3	74.422	74.610	75.141
S4	73.947	74.135	75.011

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.383	80.662	76.757
R3	79.188	78.467	76.154
R2	76.993	76.993	75.952
R1	76.272	76.272	75.751	76.633
PP	74.798	74.798	74.798	74.979
S1	74.077	74.077	75.349	74.438
S2	72.603	72.603	75.148
S3	70.408	71.882	74.946
S4	68.213	69.687	74.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.830	73.370	2.460	3.3%	0.796	1.1%	77%	False	False	155
10	75.830	73.325	2.505	3.3%	0.612	0.8%	78%	False	False	129
20	76.350	73.325	3.025	4.0%	0.529	0.7%	64%	False	False	89
40	77.515	73.325	4.190	5.6%	0.416	0.6%	46%	False	False	51

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.159
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	77.679
2.618	76.904
1.618	76.429
1.000	76.135
0.618	75.954
HIGH	75.660
0.618	75.479
0.500	75.423
0.382	75.366
LOW	75.185
0.618	74.891
1.000	74.710
1.618	74.416
2.618	73.941
4.250	73.166

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	75.423	75.255
PP	75.372	75.237
S1	75.322	75.220

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols