ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 09-Sep-2011

Day Change Summary
	Previous	Current
	08-Sep-2011	09-Sep-2011	Change	Change %	Previous Week
Open	75.580	76.350	0.770	1.0%	75.370
High	76.405	77.375	0.970	1.3%	77.375
Low	75.570	76.135	0.565	0.7%	74.670
Close	76.352	77.300	0.948	1.2%	77.300
Range	0.835	1.240	0.405	48.5%	2.705
ATR	0.730	0.767	0.036	5.0%	0.000
Volume	32,569	56,085	23,516	72.2%	170,257

Daily Pivots for day following 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.657	80.218	77.982
R3	79.417	78.978	77.641
R2	78.177	78.177	77.527
R1	77.738	77.738	77.414	77.958
PP	76.937	76.937	76.937	77.046
S1	76.498	76.498	77.186	76.718
S2	75.697	75.697	77.073
S3	74.457	75.258	76.959
S4	73.217	74.018	76.618

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.563	83.637	78.788
R3	81.858	80.932	78.044
R2	79.153	79.153	77.796
R1	78.227	78.227	77.548	78.690
PP	76.448	76.448	76.448	76.680
S1	75.522	75.522	77.052	75.985
S2	73.743	73.743	76.804
S3	71.038	72.817	76.556
S4	68.333	70.112	75.812

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.375	74.345	3.030	3.9%	0.936	1.2%	98%	True	False	38,948
10	77.375	73.565	3.810	4.9%	0.740	1.0%	98%	True	False	30,777
20	77.375	73.515	3.860	5.0%	0.689	0.9%	98%	True	False	25,886
40	77.375	73.515	3.860	5.0%	0.749	1.0%	98%	True	False	28,774
60	77.375	73.515	3.860	5.0%	0.736	1.0%	98%	True	False	29,427
80	77.375	73.515	3.860	5.0%	0.701	0.9%	98%	True	False	24,595
100	77.375	73.325	4.050	5.2%	0.685	0.9%	98%	True	False	19,711
120	77.375	73.325	4.050	5.2%	0.628	0.8%	98%	True	False	16,429

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.186
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.645
2.618	80.621
1.618	79.381
1.000	78.615
0.618	78.141
HIGH	77.375
0.618	76.901
0.500	76.755
0.382	76.609
LOW	76.135
0.618	75.369
1.000	74.895
1.618	74.129
2.618	72.889
4.250	70.865

Fisher Pivots for day following 09-Sep-2011
Pivot	1 day	3 day
R1	77.118	76.983
PP	76.937	76.665
S1	76.755	76.348

Download as Excel Spreadsheet

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

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