ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 76.370 76.175 -0.195 -0.3% 76.350
High 76.405 76.175 -0.230 -0.3% 77.015
Low 75.935 75.400 -0.535 -0.7% 75.400
Close 76.127 75.498 -0.629 -0.8% 75.498
Range 0.470 0.775 0.305 64.9% 1.615
ATR 0.616 0.628 0.011 1.8% 0.000
Volume 277 267 -10 -3.6% 1,658
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 78.016 77.532 75.924
R3 77.241 76.757 75.711
R2 76.466 76.466 75.640
R1 75.982 75.982 75.569 75.837
PP 75.691 75.691 75.691 75.618
S1 75.207 75.207 75.427 75.062
S2 74.916 74.916 75.356
S3 74.141 74.432 75.285
S4 73.366 73.657 75.072
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 80.816 79.772 76.386
R3 79.201 78.157 75.942
R2 77.586 77.586 75.794
R1 76.542 76.542 75.646 76.257
PP 75.971 75.971 75.971 75.828
S1 74.927 74.927 75.350 74.642
S2 74.356 74.356 75.202
S3 72.741 73.312 75.054
S4 71.126 71.697 74.610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.015 75.400 1.615 2.1% 0.590 0.8% 6% False True 331
10 77.015 75.400 1.615 2.1% 0.583 0.8% 6% False True 288
20 77.015 73.325 3.690 4.9% 0.673 0.9% 59% False False 257
40 77.250 73.325 3.925 5.2% 0.531 0.7% 55% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.096
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.469
2.618 78.204
1.618 77.429
1.000 76.950
0.618 76.654
HIGH 76.175
0.618 75.879
0.500 75.788
0.382 75.696
LOW 75.400
0.618 74.921
1.000 74.625
1.618 74.146
2.618 73.371
4.250 72.106
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 75.788 76.128
PP 75.691 75.918
S1 75.595 75.708

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

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