ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 76.395 76.395 0.000 0.0% 74.535
High 77.175 76.455 -0.720 -0.9% 75.745
Low 76.085 75.370 -0.715 -0.9% 74.535
Close 76.234 75.547 -0.687 -0.9% 75.514
Range 1.090 1.085 -0.005 -0.5% 1.210
ATR 0.710 0.737 0.027 3.8% 0.000
Volume 49,264 37,201 -12,063 -24.5% 90,758
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 79.046 78.381 76.144
R3 77.961 77.296 75.845
R2 76.876 76.876 75.746
R1 76.211 76.211 75.646 76.001
PP 75.791 75.791 75.791 75.686
S1 75.126 75.126 75.448 74.916
S2 74.706 74.706 75.348
S3 73.621 74.041 75.249
S4 72.536 72.956 74.950
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.895 78.414 76.180
R3 77.685 77.204 75.847
R2 76.475 76.475 75.736
R1 75.994 75.994 75.625 76.235
PP 75.265 75.265 75.265 75.385
S1 74.784 74.784 75.403 75.025
S2 74.055 74.055 75.292
S3 72.845 73.574 75.181
S4 71.635 72.364 74.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.175 75.130 2.045 2.7% 0.877 1.2% 20% False False 35,224
10 77.175 74.505 2.670 3.5% 0.714 0.9% 39% False False 29,966
20 77.175 74.505 2.670 3.5% 0.742 1.0% 39% False False 30,906
40 77.175 73.880 3.295 4.4% 0.647 0.9% 51% False False 19,477
60 77.175 73.325 3.850 5.1% 0.640 0.8% 58% False False 13,042
80 77.250 73.325 3.925 5.2% 0.563 0.7% 57% False False 9,786
Crabel Price Patterns
NR True
NR4 False
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 0.104
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.066
2.618 79.296
1.618 78.211
1.000 77.540
0.618 77.126
HIGH 76.455
0.618 76.041
0.500 75.913
0.382 75.784
LOW 75.370
0.618 74.699
1.000 74.285
1.618 73.614
2.618 72.529
4.250 70.759
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 75.913 76.273
PP 75.791 76.031
S1 75.669 75.789

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

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