ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 75.640 75.390 -0.250 -0.3% 73.510
High 75.830 75.660 -0.170 -0.2% 75.520
Low 75.135 75.185 0.050 0.1% 73.325
Close 75.385 75.272 -0.113 -0.1% 75.550
Range 0.695 0.475 -0.220 -31.7% 2.195
ATR 0.556 0.550 -0.006 -1.0% 0.000
Volume 273 227 -46 -16.8% 612
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 76.797 76.510 75.533
R3 76.322 76.035 75.403
R2 75.847 75.847 75.359
R1 75.560 75.560 75.316 75.466
PP 75.372 75.372 75.372 75.326
S1 75.085 75.085 75.228 74.991
S2 74.897 74.897 75.185
S3 74.422 74.610 75.141
S4 73.947 74.135 75.011
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 75.830 73.370 2.460 3.3% 0.796 1.1% 77% False False 155
10 75.830 73.325 2.505 3.3% 0.612 0.8% 78% False False 129
20 76.350 73.325 3.025 4.0% 0.529 0.7% 64% False False 89
40 77.515 73.325 4.190 5.6% 0.416 0.6% 46% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.679
2.618 76.904
1.618 76.429
1.000 76.135
0.618 75.954
HIGH 75.660
0.618 75.479
0.500 75.423
0.382 75.366
LOW 75.185
0.618 74.891
1.000 74.710
1.618 74.416
2.618 73.941
4.250 73.166
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 75.423 75.255
PP 75.372 75.237
S1 75.322 75.220

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

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