ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	74.245	73.900	-0.345	-0.5%	74.625
High	74.260	74.175	-0.085	-0.1%	74.745
Low	73.635	73.715	0.080	0.1%	73.515
Close	73.961	74.087	0.126	0.2%	74.106
Range	0.625	0.460	-0.165	-26.4%	1.230
ATR	0.765	0.743	-0.022	-2.8%	0.000
Volume	21,724	20,304	-1,420	-6.5%	114,243

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.372	75.190	74.340
R3	74.912	74.730	74.214
R2	74.452	74.452	74.171
R1	74.270	74.270	74.129	74.361
PP	73.992	73.992	73.992	74.038
S1	73.810	73.810	74.045	73.901
S2	73.532	73.532	74.003
S3	73.072	73.350	73.961
S4	72.612	72.890	73.834

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.812	77.189	74.783
R3	76.582	75.959	74.444
R2	75.352	75.352	74.332
R1	74.729	74.729	74.219	74.426
PP	74.122	74.122	74.122	73.970
S1	73.499	73.499	73.993	73.196
S2	72.892	72.892	73.881
S3	71.662	72.269	73.768
S4	70.432	71.039	73.430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.570	73.635	0.935	1.3%	0.616	0.8%	48%	False	False	21,673
10	75.390	73.515	1.875	2.5%	0.670	0.9%	31%	False	False	22,161
20	75.645	73.515	2.130	2.9%	0.805	1.1%	27%	False	False	28,532
40	77.175	73.515	3.660	4.9%	0.744	1.0%	16%	False	False	28,954
60	77.175	73.515	3.660	4.9%	0.723	1.0%	16%	False	False	27,242
80	77.175	73.370	3.805	5.1%	0.706	1.0%	19%	False	False	20,502
100	77.175	73.325	3.850	5.2%	0.644	0.9%	20%	False	False	16,412
120	77.977	73.325	4.652	6.3%	0.576	0.8%	16%	False	False	13,683

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.155
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.130
2.618	75.379
1.618	74.919
1.000	74.635
0.618	74.459
HIGH	74.175
0.618	73.999
0.500	73.945
0.382	73.891
LOW	73.715
0.618	73.431
1.000	73.255
1.618	72.971
2.618	72.511
4.250	71.760

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	74.040	74.041
PP	73.992	73.994
S1	73.945	73.948

Download as Excel Spreadsheet

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

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