ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 75.900 75.755 -0.145 -0.2% 76.600
High 76.195 76.395 0.200 0.3% 76.655
Low 75.715 75.620 -0.095 -0.1% 75.620
Close 75.782 76.069 0.287 0.4% 76.069
Range 0.480 0.775 0.295 61.5% 1.035
ATR 0.598 0.611 0.013 2.1% 0.000
Volume 106 365 259 244.3% 1,225
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 78.353 77.986 76.495
R3 77.578 77.211 76.282
R2 76.803 76.803 76.211
R1 76.436 76.436 76.140 76.620
PP 76.028 76.028 76.028 76.120
S1 75.661 75.661 75.998 75.845
S2 75.253 75.253 75.927
S3 74.478 74.886 75.856
S4 73.703 74.111 75.643
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 79.220 78.679 76.638
R3 78.185 77.644 76.354
R2 77.150 77.150 76.259
R1 76.609 76.609 76.164 76.362
PP 76.115 76.115 76.115 75.991
S1 75.574 75.574 75.974 75.327
S2 75.080 75.080 75.879
S3 74.045 74.539 75.784
S4 73.010 73.504 75.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.655 75.620 1.035 1.4% 0.576 0.8% 43% False True 245
10 76.655 75.020 1.635 2.1% 0.683 0.9% 64% False False 287
20 76.655 73.325 3.330 4.4% 0.633 0.8% 82% False False 187
40 77.250 73.325 3.925 5.2% 0.498 0.7% 70% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.203
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.689
2.618 78.424
1.618 77.649
1.000 77.170
0.618 76.874
HIGH 76.395
0.618 76.099
0.500 76.008
0.382 75.916
LOW 75.620
0.618 75.141
1.000 74.845
1.618 74.366
2.618 73.591
4.250 72.326
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 76.049 76.049
PP 76.028 76.028
S1 76.008 76.008

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

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