ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 75.665 75.480 -0.185 -0.2% 75.615
High 75.960 75.540 -0.420 -0.6% 76.280
Low 75.260 74.995 -0.265 -0.4% 74.865
Close 75.490 75.074 -0.416 -0.6% 76.210
Range 0.700 0.545 -0.155 -22.1% 1.415
ATR 0.695 0.685 -0.011 -1.5% 0.000
Volume 26,630 35,845 9,215 34.6% 146,325
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.838 76.501 75.374
R3 76.293 75.956 75.224
R2 75.748 75.748 75.174
R1 75.411 75.411 75.124 75.307
PP 75.203 75.203 75.203 75.151
S1 74.866 74.866 75.024 74.762
S2 74.658 74.658 74.974
S3 74.113 74.321 74.924
S4 73.568 73.776 74.774
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 74.995 1.595 2.1% 0.766 1.0% 5% False True 33,176
10 76.590 74.865 1.725 2.3% 0.694 0.9% 12% False False 31,315
20 76.590 73.880 2.710 3.6% 0.680 0.9% 44% False False 25,590
40 77.015 73.500 3.515 4.7% 0.669 0.9% 45% False False 12,945
60 77.015 73.325 3.690 4.9% 0.582 0.8% 47% False False 8,649
80 77.977 73.325 4.652 6.2% 0.499 0.7% 38% False False 6,489
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.210
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.856
2.618 76.967
1.618 76.422
1.000 76.085
0.618 75.877
HIGH 75.540
0.618 75.332
0.500 75.268
0.382 75.203
LOW 74.995
0.618 74.658
1.000 74.450
1.618 74.113
2.618 73.568
4.250 72.679
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 75.268 75.793
PP 75.203 75.553
S1 75.139 75.314

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

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