ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 75.630 75.395 -0.235 -0.3% 75.560
High 75.820 75.520 -0.300 -0.4% 77.175
Low 75.180 75.015 -0.165 -0.2% 74.990
Close 75.513 75.100 -0.413 -0.5% 75.520
Range 0.640 0.505 -0.135 -21.1% 2.185
ATR 0.701 0.687 -0.014 -2.0% 0.000
Volume 26,066 26,901 835 3.2% 184,988
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.727 76.418 75.378
R3 76.222 75.913 75.239
R2 75.717 75.717 75.193
R1 75.408 75.408 75.146 75.310
PP 75.212 75.212 75.212 75.163
S1 74.903 74.903 75.054 74.805
S2 74.707 74.707 75.007
S3 74.202 74.398 74.961
S4 73.697 73.893 74.822
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 82.450 81.170 76.722
R3 80.265 78.985 76.121
R2 78.080 78.080 75.921
R1 76.800 76.800 75.720 76.348
PP 75.895 75.895 75.895 75.669
S1 74.615 74.615 75.320 74.163
S2 73.710 73.710 75.119
S3 71.525 72.430 74.919
S4 69.340 70.245 74.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.115 74.990 1.125 1.5% 0.578 0.8% 10% False False 28,512
10 77.175 74.990 2.185 2.9% 0.728 1.0% 5% False False 31,868
20 77.175 74.505 2.670 3.6% 0.688 0.9% 22% False False 29,940
40 77.175 73.880 3.295 4.4% 0.649 0.9% 37% False False 23,003
60 77.175 73.325 3.850 5.1% 0.648 0.9% 46% False False 15,412
80 77.250 73.325 3.925 5.2% 0.576 0.8% 45% False False 11,567
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 0.118
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.666
2.618 76.842
1.618 76.337
1.000 76.025
0.618 75.832
HIGH 75.520
0.618 75.327
0.500 75.268
0.382 75.208
LOW 75.015
0.618 74.703
1.000 74.510
1.618 74.198
2.618 73.693
4.250 72.869
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 75.268 75.565
PP 75.212 75.410
S1 75.156 75.255

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

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