ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 74.625 74.000 -0.625 -0.8% 74.390
High 74.745 74.265 -0.480 -0.6% 75.390
Low 73.840 73.845 0.005 0.0% 73.905
Close 73.955 74.093 0.138 0.2% 74.743
Range 0.905 0.420 -0.485 -53.6% 1.485
ATR 0.832 0.802 -0.029 -3.5% 0.000
Volume 21,632 18,950 -2,682 -12.4% 169,291
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.328 75.130 74.324
R3 74.908 74.710 74.209
R2 74.488 74.488 74.170
R1 74.290 74.290 74.132 74.389
PP 74.068 74.068 74.068 74.117
S1 73.870 73.870 74.055 73.969
S2 73.648 73.648 74.016
S3 73.228 73.450 73.978
S4 72.808 73.030 73.862
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 73.840 1.550 2.1% 0.769 1.0% 16% False False 26,429
10 75.645 73.840 1.805 2.4% 0.930 1.3% 14% False False 32,651
20 75.645 73.585 2.060 2.8% 0.817 1.1% 25% False False 30,657
40 77.175 73.585 3.590 4.8% 0.753 1.0% 14% False False 30,302
60 77.175 73.585 3.590 4.8% 0.705 1.0% 14% False False 25,115
80 77.175 73.325 3.850 5.2% 0.691 0.9% 20% False False 18,888
100 77.250 73.325 3.925 5.3% 0.622 0.8% 20% False False 15,116
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 0.173
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 76.050
2.618 75.365
1.618 74.945
1.000 74.685
0.618 74.525
HIGH 74.265
0.618 74.105
0.500 74.055
0.382 74.005
LOW 73.845
0.618 73.585
1.000 73.425
1.618 73.165
2.618 72.745
4.250 72.060
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 74.080 74.448
PP 74.068 74.329
S1 74.055 74.211

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

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