ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 73.650 74.750 1.100 1.5% 73.510
High 74.880 75.520 0.640 0.9% 75.520
Low 73.500 74.610 1.110 1.5% 73.325
Close 74.855 75.550 0.695 0.9% 75.550
Range 1.380 0.910 -0.470 -34.1% 2.195
ATR 0.517 0.546 0.028 5.4% 0.000
Volume 80 155 75 93.8% 612
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 77.957 77.663 76.051
R3 77.047 76.753 75.800
R2 76.137 76.137 75.717
R1 75.843 75.843 75.633 75.990
PP 75.227 75.227 75.227 75.300
S1 74.933 74.933 75.467 75.080
S2 74.317 74.317 75.383
S3 73.407 74.023 75.300
S4 72.497 73.113 75.050
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 81.383 80.662 76.757
R3 79.188 78.467 76.154
R2 76.993 76.993 75.952
R1 76.272 76.272 75.751 76.633
PP 74.798 74.798 74.798 74.979
S1 74.077 74.077 75.349 74.438
S2 72.603 72.603 75.148
S3 70.408 71.882 74.946
S4 68.213 69.687 74.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.520 73.325 2.195 2.9% 0.738 1.0% 101% True False 122
10 75.520 73.325 2.195 2.9% 0.583 0.8% 101% True False 88
20 76.350 73.325 3.025 4.0% 0.503 0.7% 74% False False 66
40 77.515 73.325 4.190 5.5% 0.387 0.5% 53% False False 39
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.138
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.388
2.618 77.902
1.618 76.992
1.000 76.430
0.618 76.082
HIGH 75.520
0.618 75.172
0.500 75.065
0.382 74.958
LOW 74.610
0.618 74.048
1.000 73.700
1.618 73.138
2.618 72.228
4.250 70.743
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 75.388 75.182
PP 75.227 74.813
S1 75.065 74.445

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

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