ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 10-Aug-2011
Day Change Summary
Previous Current
09-Aug-2011 10-Aug-2011 Change Change % Previous Week
Open 75.015 74.130 -0.885 -1.2% 74.130
High 75.100 74.925 -0.175 -0.2% 75.645
Low 73.990 73.905 -0.085 -0.1% 73.755
Close 74.724 74.769 0.045 0.1% 74.802
Range 1.110 1.020 -0.090 -8.1% 1.890
ATR 0.826 0.840 0.014 1.7% 0.000
Volume 39,240 40,229 989 2.5% 178,849
Daily Pivots for day following 10-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.593 77.201 75.330
R3 76.573 76.181 75.050
R2 75.553 75.553 74.956
R1 75.161 75.161 74.863 75.357
PP 74.533 74.533 74.533 74.631
S1 74.141 74.141 74.676 74.337
S2 73.513 73.513 74.582
S3 72.493 73.121 74.489
S4 71.473 72.101 74.208
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 73.905 1.740 2.3% 1.140 1.5% 50% False True 41,782
10 75.645 73.755 1.890 2.5% 0.940 1.3% 54% False False 34,902
20 76.115 73.585 2.530 3.4% 0.795 1.1% 47% False False 31,844
40 77.175 73.585 3.590 4.8% 0.769 1.0% 33% False False 31,375
60 77.175 73.585 3.590 4.8% 0.697 0.9% 33% False False 23,599
80 77.175 73.325 3.850 5.1% 0.679 0.9% 38% False False 17,743
100 77.250 73.325 3.925 5.2% 0.610 0.8% 37% False False 14,198
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.195
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.260
2.618 77.595
1.618 76.575
1.000 75.945
0.618 75.555
HIGH 74.925
0.618 74.535
0.500 74.415
0.382 74.295
LOW 73.905
0.618 73.275
1.000 72.885
1.618 72.255
2.618 71.235
4.250 69.570
Fisher Pivots for day following 10-Aug-2011
Pivot 1 day 3 day
R1 74.651 74.699
PP 74.533 74.630
S1 74.415 74.560

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

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