ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 74.915 74.820 -0.095 -0.1% 76.190
High 74.915 75.055 0.140 0.2% 76.590
Low 74.540 74.505 -0.035 0.0% 74.505
Close 74.635 74.674 0.039 0.1% 74.674
Range 0.375 0.550 0.175 46.7% 2.085
ATR 0.674 0.665 -0.009 -1.3% 0.000
Volume 32,859 17,676 -15,183 -46.2% 148,338
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.395 76.084 74.977
R3 75.845 75.534 74.825
R2 75.295 75.295 74.775
R1 74.984 74.984 74.724 74.865
PP 74.745 74.745 74.745 74.685
S1 74.434 74.434 74.624 74.315
S2 74.195 74.195 74.573
S3 73.645 73.884 74.523
S4 73.095 73.334 74.372
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.511 80.178 75.821
R3 79.426 78.093 75.247
R2 77.341 77.341 75.056
R1 76.008 76.008 74.865 75.632
PP 75.256 75.256 75.256 75.069
S1 73.923 73.923 74.483 73.547
S2 73.171 73.171 74.292
S3 71.086 71.838 74.101
S4 69.001 69.753 73.527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.590 74.505 2.085 2.8% 0.610 0.8% 8% False True 29,667
10 76.590 74.505 2.085 2.8% 0.632 0.8% 8% False True 29,466
20 76.590 73.880 2.710 3.6% 0.653 0.9% 29% False False 27,944
40 77.015 73.880 3.135 4.2% 0.635 0.9% 25% False False 14,202
60 77.015 73.325 3.690 4.9% 0.591 0.8% 37% False False 9,490
80 77.515 73.325 4.190 5.6% 0.511 0.7% 32% False False 7,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.188
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.393
2.618 76.495
1.618 75.945
1.000 75.605
0.618 75.395
HIGH 75.055
0.618 74.845
0.500 74.780
0.382 74.715
LOW 74.505
0.618 74.165
1.000 73.955
1.618 73.615
2.618 73.065
4.250 72.168
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 74.780 75.023
PP 74.745 74.906
S1 74.709 74.790

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

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