ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 74.800 74.625 -0.175 -0.2% 74.390
High 75.055 74.745 -0.310 -0.4% 75.390
Low 74.495 73.840 -0.655 -0.9% 73.905
Close 74.743 73.955 -0.788 -1.1% 74.743
Range 0.560 0.905 0.345 61.6% 1.485
ATR 0.826 0.832 0.006 0.7% 0.000
Volume 17,291 21,632 4,341 25.1% 169,291
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.895 76.330 74.453
R3 75.990 75.425 74.204
R2 75.085 75.085 74.121
R1 74.520 74.520 74.038 74.350
PP 74.180 74.180 74.180 74.095
S1 73.615 73.615 73.872 73.445
S2 73.275 73.275 73.789
S3 72.370 72.710 73.706
S4 71.465 71.805 73.457
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 79.134 78.424 75.560
R3 77.649 76.939 75.151
R2 76.164 76.164 75.015
R1 75.454 75.454 74.879 75.809
PP 74.679 74.679 74.679 74.857
S1 73.969 73.969 74.607 74.324
S2 73.194 73.194 74.471
S3 71.709 72.484 74.335
S4 70.224 70.999 73.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.390 73.840 1.550 2.1% 0.907 1.2% 7% False True 30,487
10 75.645 73.840 1.805 2.4% 0.945 1.3% 6% False True 33,798
20 75.820 73.585 2.235 3.0% 0.828 1.1% 17% False False 31,012
40 77.175 73.585 3.590 4.9% 0.757 1.0% 10% False False 30,445
60 77.175 73.585 3.590 4.9% 0.709 1.0% 10% False False 24,806
80 77.175 73.325 3.850 5.2% 0.690 0.9% 16% False False 18,651
100 77.250 73.325 3.925 5.3% 0.625 0.8% 16% False False 14,927
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 False
Bear Hook False
Bull Hook False
Stretch 0.172
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.591
2.618 77.114
1.618 76.209
1.000 75.650
0.618 75.304
HIGH 74.745
0.618 74.399
0.500 74.293
0.382 74.186
LOW 73.840
0.618 73.281
1.000 72.935
1.618 72.376
2.618 71.471
4.250 69.994
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 74.293 74.615
PP 74.180 74.395
S1 74.068 74.175

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

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