ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 74.625 74.910 0.285 0.4% 75.620
High 74.785 74.950 0.165 0.2% 76.350
Low 74.480 74.375 -0.105 -0.1% 74.510
Close 74.596 74.450 -0.146 -0.2% 74.605
Range 0.305 0.575 0.270 88.5% 1.840
ATR 0.426 0.437 0.011 2.5% 0.000
Volume 0 87 87 321
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 76.317 75.958 74.766
R3 75.742 75.383 74.608
R2 75.167 75.167 74.555
R1 74.808 74.808 74.503 74.700
PP 74.592 74.592 74.592 74.538
S1 74.233 74.233 74.397 74.125
S2 74.017 74.017 74.345
S3 73.442 73.658 74.292
S4 72.867 73.083 74.134
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 80.675 79.480 75.617
R3 78.835 77.640 75.111
R2 76.995 76.995 74.942
R1 75.800 75.800 74.774 75.478
PP 75.155 75.155 75.155 74.994
S1 73.960 73.960 74.436 73.638
S2 73.315 73.315 74.268
S3 71.475 72.120 74.099
S4 69.635 70.280 73.593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.255 74.375 1.880 2.5% 0.481 0.6% 4% False True 74
10 76.350 74.375 1.975 2.7% 0.446 0.6% 4% False True 49
20 77.250 74.375 2.875 3.9% 0.361 0.5% 3% False True 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.394
2.618 76.455
1.618 75.880
1.000 75.525
0.618 75.305
HIGH 74.950
0.618 74.730
0.500 74.663
0.382 74.595
LOW 74.375
0.618 74.020
1.000 73.800
1.618 73.445
2.618 72.870
4.250 71.931
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 74.663 74.663
PP 74.592 74.592
S1 74.521 74.521

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

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