ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	73.900	74.115	0.215	0.3%	74.625
High	74.175	74.505	0.330	0.4%	74.745
Low	73.715	73.890	0.175	0.2%	73.515
Close	74.087	74.362	0.275	0.4%	74.106
Range	0.460	0.615	0.155	33.7%	1.230
ATR	0.743	0.734	-0.009	-1.2%	0.000
Volume	20,304	22,387	2,083	10.3%	114,243

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.097	75.845	74.700
R3	75.482	75.230	74.531
R2	74.867	74.867	74.475
R1	74.615	74.615	74.418	74.741
PP	74.252	74.252	74.252	74.316
S1	74.000	74.000	74.306	74.126
S2	73.637	73.637	74.249
S3	73.022	73.385	74.193
S4	72.407	72.770	74.024

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%	0.592	0.8%	78%	False	False	20,846
10	75.055	73.515	1.540	2.1%	0.638	0.9%	55%	False	False	20,995
20	75.645	73.515	2.130	2.9%	0.809	1.1%	40%	False	False	28,481
40	77.175	73.515	3.660	4.9%	0.745	1.0%	23%	False	False	28,617
60	77.175	73.515	3.660	4.9%	0.723	1.0%	23%	False	False	27,608
80	77.175	73.500	3.675	4.9%	0.707	1.0%	23%	False	False	20,781
100	77.175	73.325	3.850	5.2%	0.648	0.9%	27%	False	False	16,636
120	77.977	73.325	4.652	6.3%	0.581	0.8%	22%	False	False	13,865

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.139
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.119
2.618	76.115
1.618	75.500
1.000	75.120
0.618	74.885
HIGH	74.505
0.618	74.270
0.500	74.198
0.382	74.125
LOW	73.890
0.618	73.510
1.000	73.275
1.618	72.895
2.618	72.280
4.250	71.276

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	74.307	74.265
PP	74.252	74.167
S1	74.198	74.070

Download as Excel Spreadsheet

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

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