ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 75.395 74.970 -0.425 -0.6% 75.560
High 75.520 75.370 -0.150 -0.2% 77.175
Low 75.015 74.125 -0.890 -1.2% 74.990
Close 75.100 74.231 -0.869 -1.2% 75.520
Range 0.505 1.245 0.740 146.5% 2.185
ATR 0.687 0.727 0.040 5.8% 0.000
Volume 26,901 44,564 17,663 65.7% 184,988
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.310 77.516 74.916
R3 77.065 76.271 74.573
R2 75.820 75.820 74.459
R1 75.026 75.026 74.345 74.801
PP 74.575 74.575 74.575 74.463
S1 73.781 73.781 74.117 73.556
S2 73.330 73.330 74.003
S3 72.085 72.536 73.889
S4 70.840 71.291 73.546
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 82.450 81.170 76.722
R3 80.265 78.985 76.121
R2 78.080 78.080 75.921
R1 76.800 76.800 75.720 76.348
PP 75.895 75.895 75.895 75.669
S1 74.615 74.615 75.320 74.163
S2 73.710 73.710 75.119
S3 71.525 72.430 74.919
S4 69.340 70.245 74.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.115 74.125 1.990 2.7% 0.696 0.9% 5% False True 29,889
10 77.175 74.125 3.050 4.1% 0.793 1.1% 3% False True 34,175
20 77.175 74.125 3.050 4.1% 0.728 1.0% 3% False True 30,841
40 77.175 73.880 3.295 4.4% 0.667 0.9% 11% False False 24,113
60 77.175 73.325 3.850 5.2% 0.658 0.9% 24% False False 16,154
80 77.250 73.325 3.925 5.3% 0.588 0.8% 23% False False 12,124
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 0.147
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 80.661
2.618 78.629
1.618 77.384
1.000 76.615
0.618 76.139
HIGH 75.370
0.618 74.894
0.500 74.748
0.382 74.601
LOW 74.125
0.618 73.356
1.000 72.880
1.618 72.111
2.618 70.866
4.250 68.834
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 74.748 74.973
PP 74.575 74.725
S1 74.403 74.478

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

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