ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	74.490	74.720	0.230	0.3%	74.180
High	74.915	74.855	-0.060	-0.1%	74.685
Low	74.345	74.085	-0.260	-0.3%	73.585
Close	74.666	74.199	-0.467	-0.6%	74.036
Range	0.570	0.770	0.200	35.1%	1.100
ATR	0.706	0.711	0.005	0.6%	0.000
Volume	30,420	25,686	-4,734	-15.6%	130,774

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.690	76.214	74.623
R3	75.920	75.444	74.411
R2	75.150	75.150	74.340
R1	74.674	74.674	74.270	74.527
PP	74.380	74.380	74.380	74.306
S1	73.904	73.904	74.128	73.757
S2	73.610	73.610	74.058
S3	72.840	73.134	73.987
S4	72.070	72.364	73.776

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	74.915	73.755	1.160	1.6%	0.739	1.0%	38%	False	False	28,023
10	75.370	73.585	1.785	2.4%	0.732	1.0%	34%	False	False	28,541
20	77.175	73.585	3.590	4.8%	0.730	1.0%	17%	False	False	30,204
40	77.175	73.585	3.590	4.8%	0.700	0.9%	17%	False	False	29,409
60	77.175	73.585	3.590	4.8%	0.668	0.9%	17%	False	False	20,147
80	77.175	73.325	3.850	5.2%	0.633	0.9%	23%	False	False	15,133
100	77.515	73.325	4.190	5.6%	0.567	0.8%	21%	False	False	12,109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.195
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.128
2.618	76.871
1.618	76.101
1.000	75.625
0.618	75.331
HIGH	74.855
0.618	74.561
0.500	74.470
0.382	74.379
LOW	74.085
0.618	73.609
1.000	73.315
1.618	72.839
2.618	72.069
4.250	70.813

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	74.470	74.335
PP	74.380	74.290
S1	74.289	74.244

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols