ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 76.010 76.600 0.590 0.8% 75.640
High 76.645 76.655 0.010 0.0% 76.645
Low 75.490 75.955 0.465 0.6% 75.020
Close 76.428 76.151 -0.277 -0.4% 76.428
Range 1.155 0.700 -0.455 -39.4% 1.625
ATR 0.626 0.631 0.005 0.8% 0.000
Volume 318 350 32 10.1% 1,652
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 78.354 77.952 76.536
R3 77.654 77.252 76.344
R2 76.954 76.954 76.279
R1 76.552 76.552 76.215 76.403
PP 76.254 76.254 76.254 76.179
S1 75.852 75.852 76.087 75.703
S2 75.554 75.554 76.023
S3 74.854 75.152 75.959
S4 74.154 74.452 75.766
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 80.906 80.292 77.322
R3 79.281 78.667 76.875
R2 77.656 77.656 76.726
R1 77.042 77.042 76.577 77.349
PP 76.031 76.031 76.031 76.185
S1 75.417 75.417 76.279 75.724
S2 74.406 74.406 76.130
S3 72.781 73.792 75.981
S4 71.156 72.167 75.534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.655 75.020 1.635 2.1% 0.790 1.0% 69% True False 345
10 76.655 73.370 3.285 4.3% 0.780 1.0% 85% True False 252
20 76.655 73.325 3.330 4.4% 0.636 0.8% 85% True False 160
40 77.250 73.325 3.925 5.2% 0.471 0.6% 72% False False 89
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 0.203
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.630
2.618 78.488
1.618 77.788
1.000 77.355
0.618 77.088
HIGH 76.655
0.618 76.388
0.500 76.305
0.382 76.222
LOW 75.955
0.618 75.522
1.000 75.255
1.618 74.822
2.618 74.122
4.250 72.980
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 76.305 76.125
PP 76.254 76.099
S1 76.202 76.073

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

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