ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 75.560 76.395 0.835 1.1% 74.535
High 76.555 77.175 0.620 0.8% 75.745
Low 75.540 76.085 0.545 0.7% 74.535
Close 76.374 76.234 -0.140 -0.2% 75.514
Range 1.015 1.090 0.075 7.4% 1.210
ATR 0.681 0.710 0.029 4.3% 0.000
Volume 36,062 49,264 13,202 36.6% 90,758
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 79.768 79.091 76.834
R3 78.678 78.001 76.534
R2 77.588 77.588 76.434
R1 76.911 76.911 76.334 76.705
PP 76.498 76.498 76.498 76.395
S1 75.821 75.821 76.134 75.615
S2 75.408 75.408 76.034
S3 74.318 74.731 75.934
S4 73.228 73.641 75.635
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.895 78.414 76.180
R3 77.685 77.204 75.847
R2 76.475 76.475 75.736
R1 75.994 75.994 75.625 76.235
PP 75.265 75.265 75.265 75.385
S1 74.784 74.784 75.403 75.025
S2 74.055 74.055 75.292
S3 72.845 73.574 75.181
S4 71.635 72.364 74.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.175 74.770 2.405 3.2% 0.813 1.1% 61% True False 31,748
10 77.175 74.505 2.670 3.5% 0.675 0.9% 65% True False 28,909
20 77.175 74.505 2.670 3.5% 0.709 0.9% 65% True False 29,997
40 77.175 73.880 3.295 4.3% 0.633 0.8% 71% True False 18,554
60 77.175 73.325 3.850 5.1% 0.634 0.8% 76% True False 12,423
80 77.250 73.325 3.925 5.1% 0.552 0.7% 74% False False 9,322
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 0.128
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 81.808
2.618 80.029
1.618 78.939
1.000 78.265
0.618 77.849
HIGH 77.175
0.618 76.759
0.500 76.630
0.382 76.501
LOW 76.085
0.618 75.411
1.000 74.995
1.618 74.321
2.618 73.231
4.250 71.453
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 76.630 76.207
PP 76.498 76.180
S1 76.366 76.153

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

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