ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 74.310 73.690 -0.620 -0.8% 75.535
High 74.395 74.390 -0.005 0.0% 76.115
Low 73.605 73.585 -0.020 0.0% 74.125
Close 73.629 74.273 0.644 0.9% 74.412
Range 0.790 0.805 0.015 1.9% 1.990
ATR 0.688 0.697 0.008 1.2% 0.000
Volume 28,297 32,906 4,609 16.3% 146,847
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.498 76.190 74.716
R3 75.693 75.385 74.494
R2 74.888 74.888 74.421
R1 74.580 74.580 74.347 74.734
PP 74.083 74.083 74.083 74.160
S1 73.775 73.775 74.199 73.929
S2 73.278 73.278 74.125
S3 72.473 72.970 74.052
S4 71.668 72.165 73.830
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 75.370 73.585 1.785 2.4% 0.724 1.0% 39% False True 29,058
10 76.115 73.585 2.530 3.4% 0.651 0.9% 27% False True 28,785
20 77.175 73.585 3.590 4.8% 0.682 0.9% 19% False True 29,376
40 77.175 73.585 3.590 4.8% 0.682 0.9% 19% False True 26,598
60 77.175 73.370 3.805 5.1% 0.673 0.9% 24% False False 17,825
80 77.175 73.325 3.850 5.2% 0.603 0.8% 25% False False 13,382
100 77.977 73.325 4.652 6.3% 0.530 0.7% 20% False False 10,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.128
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.811
2.618 76.497
1.618 75.692
1.000 75.195
0.618 74.887
HIGH 74.390
0.618 74.082
0.500 73.988
0.382 73.893
LOW 73.585
0.618 73.088
1.000 72.780
1.618 72.283
2.618 71.478
4.250 70.164
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 74.178 74.198
PP 74.083 74.123
S1 73.988 74.048

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

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