ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 74.875 74.820 -0.055 -0.1% 74.130
High 75.005 76.135 1.130 1.5% 75.340
Low 74.590 74.820 0.230 0.3% 73.880
Close 74.692 76.072 1.380 1.8% 75.186
Range 0.415 1.315 0.900 216.9% 1.460
ATR 0.590 0.651 0.061 10.3% 0.000
Volume 19,034 41,153 22,119 116.2% 109,581
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.621 79.161 76.795
R3 78.306 77.846 76.434
R2 76.991 76.991 76.313
R1 76.531 76.531 76.193 76.761
PP 75.676 75.676 75.676 75.791
S1 75.216 75.216 75.951 75.446
S2 74.361 74.361 75.831
S3 73.046 73.901 75.710
S4 71.731 72.586 75.349
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 79.182 78.644 75.989
R3 77.722 77.184 75.588
R2 76.262 76.262 75.454
R1 75.724 75.724 75.320 75.993
PP 74.802 74.802 74.802 74.937
S1 74.264 74.264 75.052 74.533
S2 73.342 73.342 74.918
S3 71.882 72.804 74.785
S4 70.422 71.344 74.383
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.135 74.050 2.085 2.7% 0.762 1.0% 97% True False 30,847
10 76.135 73.880 2.255 3.0% 0.665 0.9% 97% True False 19,865
20 77.015 73.880 3.135 4.1% 0.598 0.8% 70% False False 10,101
40 77.015 73.325 3.690 4.9% 0.608 0.8% 74% False False 5,137
60 77.250 73.325 3.925 5.2% 0.521 0.7% 70% False False 3,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.092
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 81.724
2.618 79.578
1.618 78.263
1.000 77.450
0.618 76.948
HIGH 76.135
0.618 75.633
0.500 75.478
0.382 75.322
LOW 74.820
0.618 74.007
1.000 73.505
1.618 72.692
2.618 71.377
4.250 69.231
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 75.874 75.836
PP 75.676 75.599
S1 75.478 75.363

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

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