ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 75.230 75.975 0.745 1.0% 73.510
High 76.080 76.305 0.225 0.3% 75.520
Low 75.020 75.745 0.725 1.0% 73.325
Close 76.007 75.922 -0.085 -0.1% 75.550
Range 1.060 0.560 -0.500 -47.2% 2.195
ATR 0.587 0.585 -0.002 -0.3% 0.000
Volume 393 441 48 12.2% 612
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 77.671 77.356 76.230
R3 77.111 76.796 76.076
R2 76.551 76.551 76.025
R1 76.236 76.236 75.973 76.114
PP 75.991 75.991 75.991 75.929
S1 75.676 75.676 75.871 75.554
S2 75.431 75.431 75.819
S3 74.871 75.116 75.768
S4 74.311 74.556 75.614
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 76.305 74.610 1.695 2.2% 0.740 1.0% 77% True False 297
10 76.305 73.325 2.980 3.9% 0.673 0.9% 87% True False 203
20 76.350 73.325 3.025 4.0% 0.572 0.8% 86% False False 128
40 77.260 73.325 3.935 5.2% 0.450 0.6% 66% False False 72
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 0.170
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.685
2.618 77.771
1.618 77.211
1.000 76.865
0.618 76.651
HIGH 76.305
0.618 76.091
0.500 76.025
0.382 75.959
LOW 75.745
0.618 75.399
1.000 75.185
1.618 74.839
2.618 74.279
4.250 73.365
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 76.025 75.836
PP 75.991 75.749
S1 75.956 75.663

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

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