ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 74.180 74.310 0.130 0.2% 75.535
High 74.510 74.395 -0.115 -0.2% 76.115
Low 74.175 73.605 -0.570 -0.8% 74.125
Close 74.254 73.629 -0.625 -0.8% 74.412
Range 0.335 0.790 0.455 135.8% 1.990
ATR 0.680 0.688 0.008 1.2% 0.000
Volume 17,345 28,297 10,952 63.1% 146,847
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.246 75.728 74.064
R3 75.456 74.938 73.846
R2 74.666 74.666 73.774
R1 74.148 74.148 73.701 74.012
PP 73.876 73.876 73.876 73.809
S1 73.358 73.358 73.557 73.222
S2 73.086 73.086 73.484
S3 72.296 72.568 73.412
S4 71.506 71.778 73.195
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 80.854 79.623 75.507
R3 78.864 77.633 74.959
R2 76.874 76.874 74.777
R1 75.643 75.643 74.594 75.264
PP 74.884 74.884 74.884 74.694
S1 73.653 73.653 74.230 73.274
S2 72.894 72.894 74.047
S3 70.904 71.663 73.865
S4 68.914 69.673 73.318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.520 73.605 1.915 2.6% 0.664 0.9% 1% False True 27,857
10 76.455 73.605 2.850 3.9% 0.679 0.9% 1% False True 29,215
20 77.175 73.605 3.570 4.8% 0.677 0.9% 1% False True 29,062
40 77.175 73.605 3.570 4.8% 0.671 0.9% 1% False True 25,781
60 77.175 73.370 3.805 5.2% 0.665 0.9% 7% False False 17,281
80 77.175 73.325 3.850 5.2% 0.596 0.8% 8% False False 12,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.123
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.753
2.618 76.463
1.618 75.673
1.000 75.185
0.618 74.883
HIGH 74.395
0.618 74.093
0.500 74.000
0.382 73.907
LOW 73.605
0.618 73.117
1.000 72.815
1.618 72.327
2.618 71.537
4.250 70.248
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 74.000 74.103
PP 73.876 73.945
S1 73.753 73.787

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

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