ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 18-Aug-2011
Day Change Summary
Previous Current
17-Aug-2011 18-Aug-2011 Change Change % Previous Week
Open 74.145 73.875 -0.270 -0.4% 74.390
High 74.310 74.545 0.235 0.3% 75.390
Low 73.515 73.810 0.295 0.4% 73.905
Close 73.758 74.315 0.557 0.8% 74.743
Range 0.795 0.735 -0.060 -7.5% 1.485
ATR 0.802 0.801 -0.001 -0.1% 0.000
Volume 21,323 26,526 5,203 24.4% 169,291
Daily Pivots for day following 18-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.428 76.107 74.719
R3 75.693 75.372 74.517
R2 74.958 74.958 74.450
R1 74.637 74.637 74.382 74.798
PP 74.223 74.223 74.223 74.304
S1 73.902 73.902 74.248 74.063
S2 73.488 73.488 74.180
S3 72.753 73.167 74.113
S4 72.018 72.432 73.911
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 75.055 73.515 1.540 2.1% 0.683 0.9% 52% False False 21,144
10 75.645 73.515 2.130 2.9% 0.853 1.1% 38% False False 29,203
20 75.645 73.515 2.130 2.9% 0.806 1.1% 38% False False 29,476
40 77.175 73.515 3.660 4.9% 0.767 1.0% 22% False False 30,158
60 77.175 73.515 3.660 4.9% 0.713 1.0% 22% False False 25,900
80 77.175 73.325 3.850 5.2% 0.695 0.9% 26% False False 19,485
100 77.250 73.325 3.925 5.3% 0.631 0.8% 25% False False 15,594
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 False
Stretch 0.177
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.669
2.618 76.469
1.618 75.734
1.000 75.280
0.618 74.999
HIGH 74.545
0.618 74.264
0.500 74.178
0.382 74.091
LOW 73.810
0.618 73.356
1.000 73.075
1.618 72.621
2.618 71.886
4.250 70.686
Fisher Pivots for day following 18-Aug-2011
Pivot 1 day 3 day
R1 74.269 74.220
PP 74.223 74.125
S1 74.178 74.030

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

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