ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 76.190 75.665 -0.525 -0.7% 75.615
High 76.590 75.960 -0.630 -0.8% 76.280
Low 75.710 75.260 -0.450 -0.6% 74.865
Close 75.828 75.490 -0.338 -0.4% 76.210
Range 0.880 0.700 -0.180 -20.5% 1.415
ATR 0.695 0.695 0.000 0.1% 0.000
Volume 35,328 26,630 -8,698 -24.6% 146,325
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 77.670 77.280 75.875
R3 76.970 76.580 75.683
R2 76.270 76.270 75.618
R1 75.880 75.880 75.554 75.725
PP 75.570 75.570 75.570 75.493
S1 75.180 75.180 75.426 75.025
S2 74.870 74.870 75.362
S3 74.170 74.480 75.298
S4 73.470 73.780 75.105
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 80.030 79.535 76.988
R3 78.615 78.120 76.599
R2 77.200 77.200 76.469
R1 76.705 76.705 76.340 76.953
PP 75.785 75.785 75.785 75.909
S1 75.290 75.290 76.080 75.538
S2 74.370 74.370 75.951
S3 72.955 73.875 75.821
S4 71.540 72.460 75.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.590 74.865 1.725 2.3% 0.746 1.0% 36% False False 31,316
10 76.590 74.820 1.770 2.3% 0.771 1.0% 38% False False 31,845
20 76.590 73.880 2.710 3.6% 0.682 0.9% 59% False False 23,820
40 77.015 73.370 3.645 4.8% 0.669 0.9% 58% False False 12,050
60 77.015 73.325 3.690 4.9% 0.577 0.8% 59% False False 8,051
80 77.977 73.325 4.652 6.2% 0.493 0.7% 47% False False 6,048
Crabel Price Patterns
NR True
NR4 True
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 0.204
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.935
2.618 77.793
1.618 77.093
1.000 76.660
0.618 76.393
HIGH 75.960
0.618 75.693
0.500 75.610
0.382 75.527
LOW 75.260
0.618 74.827
1.000 74.560
1.618 74.127
2.618 73.427
4.250 72.285
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 75.610 75.925
PP 75.570 75.780
S1 75.530 75.635

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

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