ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 74.390 75.015 0.625 0.8% 74.130
High 75.215 75.100 -0.115 -0.2% 75.645
Low 74.150 73.990 -0.160 -0.2% 73.755
Close 74.938 74.724 -0.214 -0.3% 74.802
Range 1.065 1.110 0.045 4.2% 1.890
ATR 0.804 0.826 0.022 2.7% 0.000
Volume 38,485 39,240 755 2.0% 178,849
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.935 77.439 75.335
R3 76.825 76.329 75.029
R2 75.715 75.715 74.928
R1 75.219 75.219 74.826 74.912
PP 74.605 74.605 74.605 74.451
S1 74.109 74.109 74.622 73.802
S2 73.495 73.495 74.521
S3 72.385 72.999 74.419
S4 71.275 71.889 74.114
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 80.404 79.493 75.842
R3 78.514 77.603 75.322
R2 76.624 76.624 75.149
R1 75.713 75.713 74.975 76.169
PP 74.734 74.734 74.734 74.962
S1 73.823 73.823 74.629 74.279
S2 72.844 72.844 74.456
S3 70.954 71.933 74.282
S4 69.064 70.043 73.763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.645 73.990 1.655 2.2% 1.090 1.5% 44% False True 38,873
10 75.645 73.585 2.060 2.8% 0.918 1.2% 55% False False 34,170
20 76.455 73.585 2.870 3.8% 0.799 1.1% 40% False False 31,692
40 77.175 73.585 3.590 4.8% 0.754 1.0% 32% False False 30,845
60 77.175 73.585 3.590 4.8% 0.688 0.9% 32% False False 22,934
80 77.175 73.325 3.850 5.2% 0.675 0.9% 36% False False 17,240
100 77.250 73.325 3.925 5.3% 0.601 0.8% 36% False False 13,796
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 0.183
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.818
2.618 78.006
1.618 76.896
1.000 76.210
0.618 75.786
HIGH 75.100
0.618 74.676
0.500 74.545
0.382 74.414
LOW 73.990
0.618 73.304
1.000 72.880
1.618 72.194
2.618 71.084
4.250 69.273
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 74.664 74.818
PP 74.605 74.786
S1 74.545 74.755

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

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