ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 74.300 74.330 0.030 0.0% 74.180
High 74.585 74.685 0.100 0.1% 74.685
Low 74.045 73.860 -0.185 -0.2% 73.585
Close 74.391 74.036 -0.355 -0.5% 74.036
Range 0.540 0.825 0.285 52.8% 1.100
ATR 0.685 0.695 0.010 1.5% 0.000
Volume 23,398 28,828 5,430 23.2% 130,774
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.669 76.177 74.490
R3 75.844 75.352 74.263
R2 75.019 75.019 74.187
R1 74.527 74.527 74.112 74.361
PP 74.194 74.194 74.194 74.110
S1 73.702 73.702 73.960 73.536
S2 73.369 73.369 73.885
S3 72.544 72.877 73.809
S4 71.719 72.052 73.582
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.402 76.819 74.641
R3 76.302 75.719 74.339
R2 75.202 75.202 74.238
R1 74.619 74.619 74.137 74.361
PP 74.102 74.102 74.102 73.973
S1 73.519 73.519 73.935 73.261
S2 73.002 73.002 73.834
S3 71.902 72.419 73.734
S4 70.802 71.319 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.685 73.585 1.100 1.5% 0.659 0.9% 41% True False 26,154
10 76.115 73.585 2.530 3.4% 0.677 0.9% 18% False False 27,762
20 77.175 73.585 3.590 4.8% 0.705 1.0% 13% False False 28,552
40 77.175 73.585 3.590 4.8% 0.684 0.9% 13% False False 27,872
60 77.175 73.585 3.590 4.8% 0.664 0.9% 13% False False 18,693
80 77.175 73.325 3.850 5.2% 0.613 0.8% 18% False False 14,035
100 77.977 73.325 4.652 6.3% 0.544 0.7% 15% False False 11,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.167
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.191
2.618 76.845
1.618 76.020
1.000 75.510
0.618 75.195
HIGH 74.685
0.618 74.370
0.500 74.273
0.382 74.175
LOW 73.860
0.618 73.350
1.000 73.035
1.618 72.525
2.618 71.700
4.250 70.354
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 74.273 74.135
PP 74.194 74.102
S1 74.115 74.069

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

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