ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 75.940 75.900 -0.040 -0.1% 75.640
High 76.200 76.195 -0.005 0.0% 76.645
Low 75.800 75.715 -0.085 -0.1% 75.020
Close 76.132 75.782 -0.350 -0.5% 76.428
Range 0.400 0.480 0.080 20.0% 1.625
ATR 0.607 0.598 -0.009 -1.5% 0.000
Volume 116 106 -10 -8.6% 1,652
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 77.337 77.040 76.046
R3 76.857 76.560 75.914
R2 76.377 76.377 75.870
R1 76.080 76.080 75.826 75.989
PP 75.897 75.897 75.897 75.852
S1 75.600 75.600 75.738 75.509
S2 75.417 75.417 75.694
S3 74.937 75.120 75.650
S4 74.457 74.640 75.518
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 75.490 1.165 1.5% 0.652 0.9% 25% False False 235
10 76.655 74.610 2.045 2.7% 0.696 0.9% 57% False False 266
20 76.655 73.325 3.330 4.4% 0.612 0.8% 74% False False 171
40 77.250 73.325 3.925 5.2% 0.489 0.6% 63% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.204
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.235
2.618 77.452
1.618 76.972
1.000 76.675
0.618 76.492
HIGH 76.195
0.618 76.012
0.500 75.955
0.382 75.898
LOW 75.715
0.618 75.418
1.000 75.235
1.618 74.938
2.618 74.458
4.250 73.675
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 75.955 76.115
PP 75.897 76.004
S1 75.840 75.893

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

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