ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 76.600 76.355 -0.245 -0.3% 75.640
High 76.655 76.515 -0.140 -0.2% 76.645
Low 75.955 75.990 0.035 0.0% 75.020
Close 76.151 76.060 -0.091 -0.1% 76.428
Range 0.700 0.525 -0.175 -25.0% 1.625
ATR 0.631 0.623 -0.008 -1.2% 0.000
Volume 350 288 -62 -17.7% 1,652
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 77.763 77.437 76.349
R3 77.238 76.912 76.204
R2 76.713 76.713 76.156
R1 76.387 76.387 76.108 76.288
PP 76.188 76.188 76.188 76.139
S1 75.862 75.862 76.012 75.763
S2 75.663 75.663 75.964
S3 75.138 75.337 75.916
S4 74.613 74.812 75.771
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% 0.800 1.1% 64% False False 358
10 76.655 73.370 3.285 4.3% 0.798 1.0% 82% False False 256
20 76.655 73.325 3.330 4.4% 0.626 0.8% 82% False False 172
40 77.250 73.325 3.925 5.2% 0.479 0.6% 70% False False 95
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 0.206
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.746
2.618 77.889
1.618 77.364
1.000 77.040
0.618 76.839
HIGH 76.515
0.618 76.314
0.500 76.253
0.382 76.191
LOW 75.990
0.618 75.666
1.000 75.465
1.618 75.141
2.618 74.616
4.250 73.759
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 76.253 76.073
PP 76.188 76.068
S1 76.124 76.064

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

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