ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 75.920 75.615 -0.305 -0.4% 75.250
High 76.250 75.950 -0.300 -0.4% 76.505
Low 75.355 75.365 0.010 0.0% 74.590
Close 75.461 75.500 0.039 0.1% 75.461
Range 0.895 0.585 -0.310 -34.6% 1.915
ATR 0.668 0.662 -0.006 -0.9% 0.000
Volume 33,730 24,665 -9,065 -26.9% 154,647
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 77.360 77.015 75.822
R3 76.775 76.430 75.661
R2 76.190 76.190 75.607
R1 75.845 75.845 75.554 75.725
PP 75.605 75.605 75.605 75.545
S1 75.260 75.260 75.446 75.140
S2 75.020 75.020 75.393
S3 74.435 74.675 75.339
S4 73.850 74.090 75.178
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 81.264 80.277 76.514
R3 79.349 78.362 75.988
R2 77.434 77.434 75.812
R1 76.447 76.447 75.637 76.941
PP 75.519 75.519 75.519 75.765
S1 74.532 74.532 75.285 75.026
S2 73.604 73.604 75.110
S3 71.689 72.617 74.934
S4 69.774 70.702 74.408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.505 74.590 1.915 2.5% 0.772 1.0% 48% False False 30,775
10 76.505 73.880 2.625 3.5% 0.694 0.9% 62% False False 27,691
20 76.980 73.880 3.100 4.1% 0.609 0.8% 52% False False 14,741
40 77.015 73.325 3.690 4.9% 0.630 0.8% 59% False False 7,474
60 77.250 73.325 3.925 5.2% 0.535 0.7% 55% False False 4,992
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.141
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.436
2.618 77.482
1.618 76.897
1.000 76.535
0.618 76.312
HIGH 75.950
0.618 75.727
0.500 75.658
0.382 75.588
LOW 75.365
0.618 75.003
1.000 74.780
1.618 74.418
2.618 73.833
4.250 72.879
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 75.658 75.930
PP 75.605 75.787
S1 75.553 75.643

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

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