ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 74.820 74.535 -0.285 -0.4% 76.190
High 75.055 75.050 -0.005 0.0% 76.590
Low 74.505 74.535 0.030 0.0% 74.505
Close 74.674 74.985 0.311 0.4% 74.674
Range 0.550 0.515 -0.035 -6.4% 2.085
ATR 0.665 0.654 -0.011 -1.6% 0.000
Volume 17,676 17,340 -336 -1.9% 148,338
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.402 76.208 75.268
R3 75.887 75.693 75.127
R2 75.372 75.372 75.079
R1 75.178 75.178 75.032 75.275
PP 74.857 74.857 74.857 74.905
S1 74.663 74.663 74.938 74.760
S2 74.342 74.342 74.891
S3 73.827 74.148 74.843
S4 73.312 73.633 74.702
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 75.960 74.505 1.455 1.9% 0.537 0.7% 33% False False 26,070
10 76.590 74.505 2.085 2.8% 0.625 0.8% 23% False False 28,733
20 76.590 73.880 2.710 3.6% 0.660 0.9% 41% False False 28,212
40 77.015 73.880 3.135 4.2% 0.631 0.8% 35% False False 14,629
60 77.015 73.325 3.690 4.9% 0.592 0.8% 45% False False 9,779
80 77.515 73.325 4.190 5.6% 0.517 0.7% 40% False False 7,337
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.163
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.239
2.618 76.398
1.618 75.883
1.000 75.565
0.618 75.368
HIGH 75.050
0.618 74.853
0.500 74.793
0.382 74.732
LOW 74.535
0.618 74.217
1.000 74.020
1.618 73.702
2.618 73.187
4.250 72.346
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 74.921 74.917
PP 74.857 74.848
S1 74.793 74.780

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

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