ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	77.580	77.365	-0.215	-0.3%	75.370
High	77.885	77.700	-0.185	-0.2%	77.375
Low	77.130	76.895	-0.235	-0.3%	74.670
Close	77.666	76.997	-0.669	-0.9%	77.300
Range	0.755	0.805	0.050	6.6%	2.705
ATR	0.766	0.769	0.003	0.4%	0.000
Volume	41,448	40,737	-711	-1.7%	170,257

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.612	79.110	77.440
R3	78.807	78.305	77.218
R2	78.002	78.002	77.145
R1	77.500	77.500	77.071	77.349
PP	77.197	77.197	77.197	77.122
S1	76.695	76.695	76.923	76.544
S2	76.392	76.392	76.849
S3	75.587	75.890	76.776
S4	74.782	75.085	76.554

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	77.885	75.320	2.565	3.3%	0.856	1.1%	65%	False	False	40,585
10	77.885	73.680	4.205	5.5%	0.783	1.0%	79%	False	False	34,679
20	77.885	73.515	4.370	5.7%	0.694	0.9%	80%	False	False	28,049
40	77.885	73.515	4.370	5.7%	0.761	1.0%	80%	False	False	29,531
60	77.885	73.515	4.370	5.7%	0.736	1.0%	80%	False	False	29,646
80	77.885	73.515	4.370	5.7%	0.705	0.9%	80%	False	False	25,617
100	77.885	73.325	4.560	5.9%	0.691	0.9%	81%	False	False	20,531
120	77.885	73.325	4.560	5.9%	0.636	0.8%	81%	False	False	17,114

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	0.211
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.121
2.618	79.807
1.618	79.002
1.000	78.505
0.618	78.197
HIGH	77.700
0.618	77.392
0.500	77.298
0.382	77.203
LOW	76.895
0.618	76.398
1.000	76.090
1.618	75.593
2.618	74.788
4.250	73.474

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	77.298	77.010
PP	77.197	77.006
S1	77.097	77.001

Download as Excel Spreadsheet

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

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