ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 74.535 74.925 0.390 0.5% 76.190
High 75.050 75.535 0.485 0.6% 76.590
Low 74.535 74.770 0.235 0.3% 74.505
Close 74.985 75.440 0.455 0.6% 74.674
Range 0.515 0.765 0.250 48.5% 2.085
ATR 0.654 0.662 0.008 1.2% 0.000
Volume 17,340 19,823 2,483 14.3% 148,338
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.543 77.257 75.861
R3 76.778 76.492 75.650
R2 76.013 76.013 75.580
R1 75.727 75.727 75.510 75.870
PP 75.248 75.248 75.248 75.320
S1 74.962 74.962 75.370 75.105
S2 74.483 74.483 75.300
S3 73.718 74.197 75.230
S4 72.953 73.432 75.019
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.511 80.178 75.821
R3 79.426 78.093 75.247
R2 77.341 77.341 75.056
R1 76.008 76.008 74.865 75.632
PP 75.256 75.256 75.256 75.069
S1 73.923 73.923 74.483 73.547
S2 73.171 73.171 74.292
S3 71.086 71.838 74.101
S4 69.001 69.753 73.527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.540 74.505 1.035 1.4% 0.550 0.7% 90% False False 24,708
10 76.590 74.505 2.085 2.8% 0.648 0.9% 45% False False 28,012
20 76.590 73.920 2.670 3.5% 0.670 0.9% 57% False False 28,613
40 77.015 73.880 3.135 4.2% 0.638 0.8% 50% False False 15,119
60 77.015 73.325 3.690 4.9% 0.601 0.8% 57% False False 10,109
80 77.515 73.325 4.190 5.6% 0.527 0.7% 50% False False 7,585
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 0.159
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.786
2.618 77.538
1.618 76.773
1.000 76.300
0.618 76.008
HIGH 75.535
0.618 75.243
0.500 75.153
0.382 75.062
LOW 74.770
0.618 74.297
1.000 74.005
1.618 73.532
2.618 72.767
4.250 71.519
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 75.344 75.300
PP 75.248 75.160
S1 75.153 75.020

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

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