ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 12-Aug-2011
Day Change Summary
Previous Current
11-Aug-2011 12-Aug-2011 Change Change % Previous Week
Open 75.010 74.800 -0.210 -0.3% 74.390
High 75.390 75.055 -0.335 -0.4% 75.390
Low 74.450 74.495 0.045 0.1% 73.905
Close 74.810 74.743 -0.067 -0.1% 74.743
Range 0.940 0.560 -0.380 -40.4% 1.485
ATR 0.847 0.826 -0.020 -2.4% 0.000
Volume 34,046 17,291 -16,755 -49.2% 169,291
Daily Pivots for day following 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.444 76.154 75.051
R3 75.884 75.594 74.897
R2 75.324 75.324 74.846
R1 75.034 75.034 74.794 74.899
PP 74.764 74.764 74.764 74.697
S1 74.474 74.474 74.692 74.339
S2 74.204 74.204 74.640
S3 73.644 73.914 74.589
S4 73.084 73.354 74.435
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 79.134 78.424 75.560
R3 77.649 76.939 75.151
R2 76.164 76.164 75.015
R1 75.454 75.454 74.879 75.809
PP 74.679 74.679 74.679 74.857
S1 73.969 73.969 74.607 74.324
S2 73.194 73.194 74.471
S3 71.709 72.484 74.335
S4 70.224 70.999 73.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.390 73.905 1.485 2.0% 0.939 1.3% 56% False False 33,858
10 75.645 73.755 1.890 2.5% 0.953 1.3% 52% False False 34,814
20 76.115 73.585 2.530 3.4% 0.815 1.1% 46% False False 31,288
40 77.175 73.585 3.590 4.8% 0.757 1.0% 32% False False 30,747
60 77.175 73.585 3.590 4.8% 0.707 0.9% 32% False False 24,451
80 77.175 73.325 3.850 5.2% 0.683 0.9% 37% False False 18,381
100 77.250 73.325 3.925 5.3% 0.620 0.8% 36% False False 14,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.198
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 77.435
2.618 76.521
1.618 75.961
1.000 75.615
0.618 75.401
HIGH 75.055
0.618 74.841
0.500 74.775
0.382 74.709
LOW 74.495
0.618 74.149
1.000 73.935
1.618 73.589
2.618 73.029
4.250 72.115
Fisher Pivots for day following 12-Aug-2011
Pivot 1 day 3 day
R1 74.775 74.711
PP 74.764 74.679
S1 74.754 74.648

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

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