ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 74.000 74.145 0.145 0.2% 74.390
High 74.265 74.310 0.045 0.1% 75.390
Low 73.845 73.515 -0.330 -0.4% 73.905
Close 74.093 73.758 -0.335 -0.5% 74.743
Range 0.420 0.795 0.375 89.3% 1.485
ATR 0.802 0.802 -0.001 -0.1% 0.000
Volume 18,950 21,323 2,373 12.5% 169,291
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.246 75.797 74.195
R3 75.451 75.002 73.977
R2 74.656 74.656 73.904
R1 74.207 74.207 73.831 74.034
PP 73.861 73.861 73.861 73.775
S1 73.412 73.412 73.685 73.239
S2 73.066 73.066 73.612
S3 72.271 72.617 73.539
S4 71.476 71.822 73.321
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 73.515 1.875 2.5% 0.724 1.0% 13% False True 22,648
10 75.645 73.515 2.130 2.9% 0.932 1.3% 11% False True 32,215
20 75.645 73.515 2.130 2.9% 0.832 1.1% 11% False True 30,378
40 77.175 73.515 3.660 5.0% 0.760 1.0% 7% False True 30,159
60 77.175 73.515 3.660 5.0% 0.710 1.0% 7% False True 25,461
80 77.175 73.325 3.850 5.2% 0.694 0.9% 11% False False 19,153
100 77.250 73.325 3.925 5.3% 0.627 0.9% 11% False False 15,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.176
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.689
2.618 76.391
1.618 75.596
1.000 75.105
0.618 74.801
HIGH 74.310
0.618 74.006
0.500 73.913
0.382 73.819
LOW 73.515
0.618 73.024
1.000 72.720
1.618 72.229
2.618 71.434
4.250 70.136
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 73.913 74.130
PP 73.861 74.006
S1 73.810 73.882

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

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