ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 30-Aug-2011

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	73.785	73.750	-0.035	0.0%	74.140
High	73.910	74.250	0.340	0.5%	74.550
Low	73.565	73.680	0.115	0.2%	73.635
Close	73.777	73.996	0.219	0.3%	73.869
Range	0.345	0.570	0.225	65.2%	0.915
ATR	0.710	0.700	-0.010	-1.4%	0.000
Volume	13,342	26,002	12,660	94.9%	108,237

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.685	75.411	74.310
R3	75.115	74.841	74.153
R2	74.545	74.545	74.101
R1	74.271	74.271	74.048	74.408
PP	73.975	73.975	73.975	74.044
S1	73.701	73.701	73.944	73.838
S2	73.405	73.405	73.892
S3	72.835	73.131	73.839
S4	72.265	72.561	73.683

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.763	76.231	74.372
R3	75.848	75.316	74.121
R2	74.933	74.933	74.037
R1	74.401	74.401	73.953	74.210
PP	74.018	74.018	74.018	73.922
S1	73.486	73.486	73.785	73.295
S2	73.103	73.103	73.701
S3	72.188	72.571	73.617
S4	71.273	71.656	73.366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.550	73.565	0.985	1.3%	0.555	0.8%	44%	False	False	22,370
10	74.570	73.515	1.055	1.4%	0.619	0.8%	46%	False	False	22,124
20	75.645	73.515	2.130	2.9%	0.774	1.0%	23%	False	False	27,387
40	77.175	73.515	3.660	4.9%	0.752	1.0%	13%	False	False	28,649
60	77.175	73.515	3.660	4.9%	0.721	1.0%	13%	False	False	28,504
80	77.175	73.515	3.660	4.9%	0.691	0.9%	13%	False	False	21,639
100	77.175	73.325	3.850	5.2%	0.656	0.9%	17%	False	False	17,327
120	77.515	73.325	4.190	5.7%	0.595	0.8%	16%	False	False	14,441

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.132
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.673
2.618	75.742
1.618	75.172
1.000	74.820
0.618	74.602
HIGH	74.250
0.618	74.032
0.500	73.965
0.382	73.898
LOW	73.680
0.618	73.328
1.000	73.110
1.618	72.758
2.618	72.188
4.250	71.258

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	73.986	74.058
PP	73.975	74.037
S1	73.965	74.017

Download as Excel Spreadsheet

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

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