ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 75.495 75.620 0.125 0.2% 75.610
High 75.620 76.350 0.730 1.0% 75.805
Low 75.410 75.620 0.210 0.3% 75.375
Close 75.458 76.150 0.692 0.9% 75.458
Range 0.210 0.730 0.520 247.6% 0.430
ATR 0.357 0.395 0.038 10.7% 0.000
Volume 9 37 28 311.1% 109
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 78.230 77.920 76.552
R3 77.500 77.190 76.351
R2 76.770 76.770 76.284
R1 76.460 76.460 76.217 76.615
PP 76.040 76.040 76.040 76.118
S1 75.730 75.730 76.083 75.885
S2 75.310 75.310 76.016
S3 74.580 75.000 75.949
S4 73.850 74.270 75.749
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.836 76.577 75.695
R3 76.406 76.147 75.576
R2 75.976 75.976 75.537
R1 75.717 75.717 75.497 75.632
PP 75.546 75.546 75.546 75.503
S1 75.287 75.287 75.419 75.202
S2 75.116 75.116 75.379
S3 74.686 74.857 75.340
S4 74.256 74.427 75.222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.350 75.375 0.975 1.3% 0.410 0.5% 79% True False 25
10 76.720 75.375 1.345 1.8% 0.334 0.4% 58% False False 20
20 77.250 75.375 1.875 2.5% 0.332 0.4% 41% False False 17
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 0.053
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 79.453
2.618 78.261
1.618 77.531
1.000 77.080
0.618 76.801
HIGH 76.350
0.618 76.071
0.500 75.985
0.382 75.899
LOW 75.620
0.618 75.169
1.000 74.890
1.618 74.439
2.618 73.709
4.250 72.518
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 76.095 76.060
PP 76.040 75.970
S1 75.985 75.880

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

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