ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 76.350 76.980 0.630 0.8% 76.600
High 77.015 76.980 -0.035 0.0% 76.655
Low 76.350 76.460 0.110 0.1% 75.620
Close 76.719 76.513 -0.206 -0.3% 76.069
Range 0.665 0.520 -0.145 -21.8% 1.035
ATR 0.635 0.627 -0.008 -1.3% 0.000
Volume 408 525 117 28.7% 1,225
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 78.211 77.882 76.799
R3 77.691 77.362 76.656
R2 77.171 77.171 76.608
R1 76.842 76.842 76.561 76.747
PP 76.651 76.651 76.651 76.603
S1 76.322 76.322 76.465 76.227
S2 76.131 76.131 76.418
S3 75.611 75.802 76.370
S4 75.091 75.282 76.227
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 79.220 78.679 76.638
R3 78.185 77.644 76.354
R2 77.150 77.150 76.259
R1 76.609 76.609 76.164 76.362
PP 76.115 76.115 76.115 75.991
S1 75.574 75.574 75.974 75.327
S2 75.080 75.080 75.879
S3 74.045 74.539 75.784
S4 73.010 73.504 75.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.015 75.620 1.395 1.8% 0.568 0.7% 64% False False 304
10 77.015 75.020 1.995 2.6% 0.684 0.9% 75% False False 331
20 77.015 73.325 3.690 4.8% 0.648 0.8% 86% False False 230
40 77.250 73.325 3.925 5.1% 0.504 0.7% 81% False False 131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.164
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.190
2.618 78.341
1.618 77.821
1.000 77.500
0.618 77.301
HIGH 76.980
0.618 76.781
0.500 76.720
0.382 76.659
LOW 76.460
0.618 76.139
1.000 75.940
1.618 75.619
2.618 75.099
4.250 74.250
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 76.720 76.448
PP 76.651 76.383
S1 76.582 76.318

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

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