ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
30-May-2011 31-May-2011 Change Change % Previous Week
Open 75.400 75.325 -0.075 -0.1% 76.350
High 75.545 75.340 -0.205 -0.3% 77.015
Low 75.400 74.965 -0.435 -0.6% 75.400
Close 75.510 75.166 -0.344 -0.5% 75.498
Range 0.145 0.375 0.230 158.6% 1.615
ATR 0.593 0.590 -0.003 -0.6% 0.000
Volume 550 247 -303 -55.1% 1,658
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 76.282 76.099 75.372
R3 75.907 75.724 75.269
R2 75.532 75.532 75.235
R1 75.349 75.349 75.200 75.253
PP 75.157 75.157 75.157 75.109
S1 74.974 74.974 75.132 74.878
S2 74.782 74.782 75.097
S3 74.407 74.599 75.063
S4 74.032 74.224 74.960
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 76.855 74.965 1.890 2.5% 0.457 0.6% 11% False True 304
10 77.015 74.965 2.050 2.7% 0.513 0.7% 10% False True 304
20 77.015 73.370 3.645 4.8% 0.655 0.9% 49% False False 280
40 77.015 73.325 3.690 4.9% 0.525 0.7% 50% False False 167
60 77.977 73.325 4.652 6.2% 0.429 0.6% 40% False False 124
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 0.076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.934
2.618 76.322
1.618 75.947
1.000 75.715
0.618 75.572
HIGH 75.340
0.618 75.197
0.500 75.153
0.382 75.108
LOW 74.965
0.618 74.733
1.000 74.590
1.618 74.358
2.618 73.983
4.250 73.371
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 75.162 75.570
PP 75.157 75.435
S1 75.153 75.301

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

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