ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 74.970 74.245 -0.725 -1.0% 75.535
High 75.370 74.600 -0.770 -1.0% 76.115
Low 74.125 74.155 0.030 0.0% 74.125
Close 74.231 74.412 0.181 0.2% 74.412
Range 1.245 0.445 -0.800 -64.3% 1.990
ATR 0.727 0.707 -0.020 -2.8% 0.000
Volume 44,564 22,181 -22,383 -50.2% 146,847
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.724 75.513 74.657
R3 75.279 75.068 74.534
R2 74.834 74.834 74.494
R1 74.623 74.623 74.453 74.729
PP 74.389 74.389 74.389 74.442
S1 74.178 74.178 74.371 74.284
S2 73.944 73.944 74.330
S3 73.499 73.733 74.290
S4 73.054 73.288 74.167
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 80.854 79.623 75.507
R3 78.864 77.633 74.959
R2 76.874 76.874 74.777
R1 75.643 75.643 74.594 75.264
PP 74.884 74.884 74.884 74.694
S1 73.653 73.653 74.230 73.274
S2 72.894 72.894 74.047
S3 70.904 71.663 73.865
S4 68.914 69.673 73.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.115 74.125 1.990 2.7% 0.694 0.9% 14% False False 29,369
10 77.175 74.125 3.050 4.1% 0.777 1.0% 9% False False 33,183
20 77.175 74.125 3.050 4.1% 0.705 0.9% 9% False False 30,151
40 77.175 73.880 3.295 4.4% 0.666 0.9% 16% False False 24,660
60 77.175 73.325 3.850 5.2% 0.660 0.9% 28% False False 16,523
80 77.250 73.325 3.925 5.3% 0.590 0.8% 28% False False 12,401
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.147
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 76.491
2.618 75.765
1.618 75.320
1.000 75.045
0.618 74.875
HIGH 74.600
0.618 74.430
0.500 74.378
0.382 74.325
LOW 74.155
0.618 73.880
1.000 73.710
1.618 73.435
2.618 72.990
4.250 72.264
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 74.401 74.823
PP 74.389 74.686
S1 74.378 74.549

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

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