ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 74.080 75.570 1.490 2.0% 74.130
High 75.550 75.645 0.095 0.1% 75.645
Low 74.020 74.670 0.650 0.9% 73.755
Close 75.360 74.802 -0.558 -0.7% 74.802
Range 1.530 0.975 -0.555 -36.3% 1.890
ATR 0.769 0.784 0.015 1.9% 0.000
Volume 56,639 34,317 -22,322 -39.4% 178,849
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.964 77.358 75.338
R3 76.989 76.383 75.070
R2 76.014 76.014 74.981
R1 75.408 75.408 74.891 75.224
PP 75.039 75.039 75.039 74.947
S1 74.433 74.433 74.713 74.249
S2 74.064 74.064 74.623
S3 73.089 73.458 74.534
S4 72.114 72.483 74.266
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 80.404 79.493 75.842
R3 78.514 77.603 75.322
R2 76.624 76.624 75.149
R1 75.713 75.713 74.975 76.169
PP 74.734 74.734 74.734 74.962
S1 73.823 73.823 74.629 74.279
S2 72.844 72.844 74.456
S3 70.954 71.933 74.282
S4 69.064 70.043 73.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.645 73.755 1.890 2.5% 0.967 1.3% 55% True False 35,769
10 75.645 73.585 2.060 2.8% 0.813 1.1% 59% True False 30,962
20 77.175 73.585 3.590 4.8% 0.795 1.1% 34% False False 32,072
40 77.175 73.585 3.590 4.8% 0.736 1.0% 34% False False 30,445
60 77.175 73.585 3.590 4.8% 0.683 0.9% 34% False False 21,649
80 77.175 73.325 3.850 5.1% 0.655 0.9% 38% False False 16,269
100 77.260 73.325 3.935 5.3% 0.590 0.8% 38% False False 13,018
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 True
Stretch 0.160
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.789
2.618 78.198
1.618 77.223
1.000 76.620
0.618 76.248
HIGH 75.645
0.618 75.273
0.500 75.158
0.382 75.042
LOW 74.670
0.618 74.067
1.000 73.695
1.618 73.092
2.618 72.117
4.250 70.526
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 75.158 74.833
PP 75.039 74.822
S1 74.921 74.812

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

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