ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 73.690 74.300 0.610 0.8% 75.535
High 74.390 74.585 0.195 0.3% 76.115
Low 73.585 74.045 0.460 0.6% 74.125
Close 74.273 74.391 0.118 0.2% 74.412
Range 0.805 0.540 -0.265 -32.9% 1.990
ATR 0.697 0.685 -0.011 -1.6% 0.000
Volume 32,906 23,398 -9,508 -28.9% 146,847
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.960 75.716 74.688
R3 75.420 75.176 74.540
R2 74.880 74.880 74.490
R1 74.636 74.636 74.441 74.758
PP 74.340 74.340 74.340 74.402
S1 74.096 74.096 74.342 74.218
S2 73.800 73.800 74.292
S3 73.260 73.556 74.243
S4 72.720 73.016 74.094
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 74.600 73.585 1.015 1.4% 0.583 0.8% 79% False False 24,825
10 76.115 73.585 2.530 3.4% 0.640 0.9% 32% False False 27,357
20 77.175 73.585 3.590 4.8% 0.682 0.9% 22% False False 28,753
40 77.175 73.585 3.590 4.8% 0.681 0.9% 22% False False 27,171
60 77.175 73.500 3.675 4.9% 0.673 0.9% 24% False False 18,214
80 77.175 73.325 3.850 5.2% 0.607 0.8% 28% False False 13,675
100 77.977 73.325 4.652 6.3% 0.536 0.7% 23% False False 10,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.880
2.618 75.999
1.618 75.459
1.000 75.125
0.618 74.919
HIGH 74.585
0.618 74.379
0.500 74.315
0.382 74.251
LOW 74.045
0.618 73.711
1.000 73.505
1.618 73.171
2.618 72.631
4.250 71.750
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 74.366 74.289
PP 74.340 74.187
S1 74.315 74.085

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

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