ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 25-May-2011

Day Change Summary
	Previous	Current
	24-May-2011	25-May-2011	Change	Change %	Previous Week
Open	76.980	76.580	-0.400	-0.5%	76.600
High	76.980	76.855	-0.125	-0.2%	76.655
Low	76.460	76.335	-0.125	-0.2%	75.620
Close	76.513	76.515	0.002	0.0%	76.069
Range	0.520	0.520	0.000	0.0%	1.035
ATR	0.627	0.619	-0.008	-1.2%	0.000
Volume	525	181	-344	-65.5%	1,225

Daily Pivots for day following 25-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.128	77.842	76.801
R3	77.608	77.322	76.658
R2	77.088	77.088	76.610
R1	76.802	76.802	76.563	76.685
PP	76.568	76.568	76.568	76.510
S1	76.282	76.282	76.467	76.165
S2	76.048	76.048	76.420
S3	75.528	75.762	76.372
S4	75.008	75.242	76.229

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	77.015	75.620	1.395	1.8%	0.592	0.8%	64%	False	False	317
10	77.015	75.490	1.525	2.0%	0.630	0.8%	67%	False	False	309
20	77.015	73.325	3.690	4.8%	0.641	0.8%	86%	False	False	237
40	77.250	73.325	3.925	5.1%	0.509	0.7%	81%	False	False	135

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	0.167

Fibonacci Retracements and Extensions
4.250	79.065
2.618	78.216
1.618	77.696
1.000	77.375
0.618	77.176
HIGH	76.855
0.618	76.656
0.500	76.595
0.382	76.534
LOW	76.335
0.618	76.014
1.000	75.815
1.618	75.494
2.618	74.974
4.250	74.125

Fisher Pivots for day following 25-May-2011
Pivot	1 day	3 day
R1	76.595	76.675
PP	76.568	76.622
S1	76.542	76.568

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