ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 73.875 74.475 0.600 0.8% 74.625
High 74.545 74.570 0.025 0.0% 74.745
Low 73.810 73.685 -0.125 -0.2% 73.515
Close 74.315 74.106 -0.209 -0.3% 74.106
Range 0.735 0.885 0.150 20.4% 1.230
ATR 0.801 0.807 0.006 0.8% 0.000
Volume 26,526 25,812 -714 -2.7% 114,243
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.775 76.326 74.593
R3 75.890 75.441 74.349
R2 75.005 75.005 74.268
R1 74.556 74.556 74.187 74.338
PP 74.120 74.120 74.120 74.012
S1 73.671 73.671 74.025 73.453
S2 73.235 73.235 73.944
S3 72.350 72.786 73.863
S4 71.465 71.901 73.619
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.812 77.189 74.783
R3 76.582 75.959 74.444
R2 75.352 75.352 74.332
R1 74.729 74.729 74.219 74.426
PP 74.122 74.122 74.122 73.970
S1 73.499 73.499 73.993 73.196
S2 72.892 72.892 73.881
S3 71.662 72.269 73.768
S4 70.432 71.039 73.430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.745 73.515 1.230 1.7% 0.748 1.0% 48% False False 22,848
10 75.390 73.515 1.875 2.5% 0.844 1.1% 32% False False 28,353
20 75.645 73.515 2.130 2.9% 0.828 1.1% 28% False False 29,657
40 77.175 73.515 3.660 4.9% 0.767 1.0% 16% False False 29,904
60 77.175 73.515 3.660 4.9% 0.720 1.0% 16% False False 26,326
80 77.175 73.325 3.850 5.2% 0.702 0.9% 20% False False 19,807
100 77.250 73.325 3.925 5.3% 0.638 0.9% 20% False False 15,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.179
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.331
2.618 76.887
1.618 76.002
1.000 75.455
0.618 75.117
HIGH 74.570
0.618 74.232
0.500 74.128
0.382 74.023
LOW 73.685
0.618 73.138
1.000 72.800
1.618 72.253
2.618 71.368
4.250 69.924
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 74.128 74.085
PP 74.120 74.064
S1 74.113 74.043

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

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