ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 74.130 75.010 0.880 1.2% 74.130
High 74.925 75.390 0.465 0.6% 75.645
Low 73.905 74.450 0.545 0.7% 73.755
Close 74.769 74.810 0.041 0.1% 74.802
Range 1.020 0.940 -0.080 -7.8% 1.890
ATR 0.840 0.847 0.007 0.9% 0.000
Volume 40,229 34,046 -6,183 -15.4% 178,849
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.703 77.197 75.327
R3 76.763 76.257 75.069
R2 75.823 75.823 74.982
R1 75.317 75.317 74.896 75.100
PP 74.883 74.883 74.883 74.775
S1 74.377 74.377 74.724 74.160
S2 73.943 73.943 74.638
S3 73.003 73.437 74.552
S4 72.063 72.497 74.293
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 73.905 1.740 2.3% 1.022 1.4% 52% False False 37,263
10 75.645 73.755 1.890 2.5% 0.980 1.3% 56% False False 35,967
20 76.115 73.585 2.530 3.4% 0.810 1.1% 48% False False 31,662
40 77.175 73.585 3.590 4.8% 0.759 1.0% 34% False False 31,197
60 77.175 73.585 3.590 4.8% 0.706 0.9% 34% False False 24,165
80 77.175 73.325 3.850 5.1% 0.684 0.9% 39% False False 18,167
100 77.250 73.325 3.925 5.2% 0.616 0.8% 38% False False 14,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.208
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.385
2.618 77.851
1.618 76.911
1.000 76.330
0.618 75.971
HIGH 75.390
0.618 75.031
0.500 74.920
0.382 74.809
LOW 74.450
0.618 73.869
1.000 73.510
1.618 72.929
2.618 71.989
4.250 70.455
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 74.920 74.756
PP 74.883 74.702
S1 74.847 74.648

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

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