ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 76.580 76.370 -0.210 -0.3% 76.600
High 76.855 76.405 -0.450 -0.6% 76.655
Low 76.335 75.935 -0.400 -0.5% 75.620
Close 76.515 76.127 -0.388 -0.5% 76.069
Range 0.520 0.470 -0.050 -9.6% 1.035
ATR 0.619 0.616 -0.003 -0.5% 0.000
Volume 181 277 96 53.0% 1,225
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 77.566 77.316 76.386
R3 77.096 76.846 76.256
R2 76.626 76.626 76.213
R1 76.376 76.376 76.170 76.266
PP 76.156 76.156 76.156 76.101
S1 75.906 75.906 76.084 75.796
S2 75.686 75.686 76.041
S3 75.216 75.436 75.998
S4 74.746 74.966 75.869
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% 0.590 0.8% 36% False False 351
10 77.015 75.490 1.525 2.0% 0.621 0.8% 42% False False 293
20 77.015 73.325 3.690 4.8% 0.647 0.8% 76% False False 248
40 77.250 73.325 3.925 5.2% 0.514 0.7% 71% False False 142
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.148
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.403
2.618 77.635
1.618 77.165
1.000 76.875
0.618 76.695
HIGH 76.405
0.618 76.225
0.500 76.170
0.382 76.115
LOW 75.935
0.618 75.645
1.000 75.465
1.618 75.175
2.618 74.705
4.250 73.938
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 76.170 76.458
PP 76.156 76.347
S1 76.141 76.237

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

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