ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 75.480 74.915 -0.565 -0.7% 75.615
High 75.540 74.915 -0.625 -0.8% 76.280
Low 74.995 74.540 -0.455 -0.6% 74.865
Close 75.074 74.635 -0.439 -0.6% 76.210
Range 0.545 0.375 -0.170 -31.2% 1.415
ATR 0.685 0.674 -0.011 -1.6% 0.000
Volume 35,845 32,859 -2,986 -8.3% 146,325
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 75.822 75.603 74.841
R3 75.447 75.228 74.738
R2 75.072 75.072 74.704
R1 74.853 74.853 74.669 74.775
PP 74.697 74.697 74.697 74.658
S1 74.478 74.478 74.601 74.400
S2 74.322 74.322 74.566
S3 73.947 74.103 74.532
S4 73.572 73.728 74.429
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 74.540 2.050 2.7% 0.661 0.9% 5% False True 32,553
10 76.590 74.540 2.050 2.7% 0.667 0.9% 5% False True 31,071
20 76.590 73.880 2.710 3.6% 0.664 0.9% 28% False False 27,193
40 77.015 73.880 3.135 4.2% 0.644 0.9% 24% False False 13,764
60 77.015 73.325 3.690 4.9% 0.583 0.8% 36% False False 9,196
80 77.977 73.325 4.652 6.2% 0.504 0.7% 28% False False 6,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.198
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 76.509
2.618 75.897
1.618 75.522
1.000 75.290
0.618 75.147
HIGH 74.915
0.618 74.772
0.500 74.728
0.382 74.683
LOW 74.540
0.618 74.308
1.000 74.165
1.618 73.933
2.618 73.558
4.250 72.946
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 74.728 75.250
PP 74.697 75.045
S1 74.666 74.840

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

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