ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 74.590 75.370 0.780 1.0% 73.785
High 74.860 76.115 1.255 1.7% 74.865
Low 74.345 74.670 0.325 0.4% 73.565
Close 74.839 76.057 1.218 1.6% 74.839
Range 0.515 1.445 0.930 180.6% 1.300
ATR 0.665 0.721 0.056 8.4% 0.000
Volume 24,485 49,516 25,031 102.2% 107,696
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.949 79.448 76.852
R3 78.504 78.003 76.454
R2 77.059 77.059 76.322
R1 76.558 76.558 76.189 76.809
PP 75.614 75.614 75.614 75.739
S1 75.113 75.113 75.925 75.364
S2 74.169 74.169 75.792
S3 72.724 73.668 75.660
S4 71.279 72.223 75.262
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.323 77.881 75.554
R3 77.023 76.581 75.197
R2 75.723 75.723 75.077
R1 75.281 75.281 74.958 75.502
PP 74.423 74.423 74.423 74.534
S1 73.981 73.981 74.720 74.202
S2 73.123 73.123 74.601
S3 71.823 72.681 74.482
S4 70.523 71.381 74.124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.115 73.680 2.435 3.2% 0.710 0.9% 98% True False 28,774
10 76.115 73.565 2.550 3.4% 0.638 0.8% 98% True False 25,144
20 76.115 73.515 2.600 3.4% 0.706 0.9% 98% True False 25,524
40 77.175 73.515 3.660 4.8% 0.752 1.0% 69% False False 28,859
60 77.175 73.515 3.660 4.8% 0.729 1.0% 69% False False 28,841
80 77.175 73.515 3.660 4.8% 0.688 0.9% 69% False False 23,095
100 77.175 73.325 3.850 5.1% 0.673 0.9% 71% False False 18,505
120 77.250 73.325 3.925 5.2% 0.613 0.8% 70% False False 15,424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.203
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 82.256
2.618 79.898
1.618 78.453
1.000 77.560
0.618 77.008
HIGH 76.115
0.618 75.563
0.500 75.393
0.382 75.222
LOW 74.670
0.618 73.777
1.000 73.225
1.618 72.332
2.618 70.887
4.250 68.529
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 75.836 75.757
PP 75.614 75.457
S1 75.393 75.158

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

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