ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 73.945 74.270 0.325 0.4% 75.400
High 74.355 74.675 0.320 0.4% 75.545
Low 73.920 74.050 0.130 0.2% 74.140
Close 74.295 74.599 0.304 0.4% 74.217
Range 0.435 0.625 0.190 43.7% 1.405
ATR 0.581 0.584 0.003 0.5% 0.000
Volume 17,184 32,314 15,130 88.0% 4,686
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 76.316 76.083 74.943
R3 75.691 75.458 74.771
R2 75.066 75.066 74.714
R1 74.833 74.833 74.656 74.950
PP 74.441 74.441 74.441 74.500
S1 74.208 74.208 74.542 74.325
S2 73.816 73.816 74.484
S3 73.191 73.583 74.427
S4 72.566 72.958 74.255
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 78.849 77.938 74.990
R3 77.444 76.533 74.603
R2 76.039 76.039 74.475
R1 75.128 75.128 74.346 74.881
PP 74.634 74.634 74.634 74.511
S1 73.723 73.723 74.088 73.476
S2 73.229 73.229 73.959
S3 71.824 72.318 73.831
S4 70.419 70.913 73.444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.910 73.880 1.030 1.4% 0.555 0.7% 70% False False 15,186
10 76.175 73.880 2.295 3.1% 0.535 0.7% 31% False False 7,823
20 77.015 73.880 3.135 4.2% 0.578 0.8% 23% False False 4,058
40 77.015 73.325 3.690 4.9% 0.575 0.8% 35% False False 2,093
60 77.260 73.325 3.935 5.3% 0.493 0.7% 32% False False 1,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.075
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.331
2.618 76.311
1.618 75.686
1.000 75.300
0.618 75.061
HIGH 74.675
0.618 74.436
0.500 74.363
0.382 74.289
LOW 74.050
0.618 73.664
1.000 73.425
1.618 73.039
2.618 72.414
4.250 71.394
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 74.520 74.492
PP 74.441 74.385
S1 74.363 74.278

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

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