ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 74.490 74.720 0.230 0.3% 74.180
High 74.915 74.855 -0.060 -0.1% 74.685
Low 74.345 74.085 -0.260 -0.3% 73.585
Close 74.666 74.199 -0.467 -0.6% 74.036
Range 0.570 0.770 0.200 35.1% 1.100
ATR 0.706 0.711 0.005 0.6% 0.000
Volume 30,420 25,686 -4,734 -15.6% 130,774
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.690 76.214 74.623
R3 75.920 75.444 74.411
R2 75.150 75.150 74.340
R1 74.674 74.674 74.270 74.527
PP 74.380 74.380 74.380 74.306
S1 73.904 73.904 74.128 73.757
S2 73.610 73.610 74.058
S3 72.840 73.134 73.987
S4 72.070 72.364 73.776
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.402 76.819 74.641
R3 76.302 75.719 74.339
R2 75.202 75.202 74.238
R1 74.619 74.619 74.137 74.361
PP 74.102 74.102 74.102 73.973
S1 73.519 73.519 73.935 73.261
S2 73.002 73.002 73.834
S3 71.902 72.419 73.734
S4 70.802 71.319 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.915 73.755 1.160 1.6% 0.739 1.0% 38% False False 28,023
10 75.370 73.585 1.785 2.4% 0.732 1.0% 34% False False 28,541
20 77.175 73.585 3.590 4.8% 0.730 1.0% 17% False False 30,204
40 77.175 73.585 3.590 4.8% 0.700 0.9% 17% False False 29,409
60 77.175 73.585 3.590 4.8% 0.668 0.9% 17% False False 20,147
80 77.175 73.325 3.850 5.2% 0.633 0.9% 23% False False 15,133
100 77.515 73.325 4.190 5.6% 0.567 0.8% 21% False False 12,109
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 True
Bear Hook False
Bull Hook False
Stretch 0.195
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.128
2.618 76.871
1.618 76.101
1.000 75.625
0.618 75.331
HIGH 74.855
0.618 74.561
0.500 74.470
0.382 74.379
LOW 74.085
0.618 73.609
1.000 73.315
1.618 72.839
2.618 72.069
4.250 70.813
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 74.470 74.335
PP 74.380 74.290
S1 74.289 74.244

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

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