ICE US Dollar Index Future September 2011

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	77.145	76.880	-0.265	-0.3%	75.370
High	77.555	77.105	-0.450	-0.6%	77.375
Low	76.720	76.090	-0.630	-0.8%	74.670
Close	76.875	76.300	-0.575	-0.7%	77.300
Range	0.835	1.015	0.180	21.6%	2.705
ATR	0.773	0.791	0.017	2.2%	0.000
Volume	40,599	27,356	-13,243	-32.6%	170,257

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.543	78.937	76.858
R3	78.528	77.922	76.579
R2	77.513	77.513	76.486
R1	76.907	76.907	76.393	76.703
PP	76.498	76.498	76.498	76.396
S1	75.892	75.892	76.207	75.688
S2	75.483	75.483	76.114
S3	74.468	74.877	76.021
S4	73.453	73.862	75.742

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	76.090	1.795	2.4%	0.930	1.2%	12%	False	True	41,245
10	77.885	74.200	3.685	4.8%	0.876	1.1%	57%	False	False	37,030
20	77.885	73.565	4.320	5.7%	0.725	1.0%	63%	False	False	29,433
40	77.885	73.515	4.370	5.7%	0.779	1.0%	64%	False	False	29,905
60	77.885	73.515	4.370	5.7%	0.748	1.0%	64%	False	False	29,917
80	77.885	73.515	4.370	5.7%	0.714	0.9%	64%	False	False	26,454
100	77.885	73.325	4.560	6.0%	0.700	0.9%	65%	False	False	21,209
120	77.885	73.325	4.560	6.0%	0.644	0.8%	65%	False	False	17,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.251
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.419
2.618	79.762
1.618	78.747
1.000	78.120
0.618	77.732
HIGH	77.105
0.618	76.717
0.500	76.598
0.382	76.478
LOW	76.090
0.618	75.463
1.000	75.075
1.618	74.448
2.618	73.433
4.250	71.776

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	76.598	76.895
PP	76.498	76.697
S1	76.399	76.498

Download as Excel Spreadsheet

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

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