ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 22-Aug-2011
Day Change Summary
Previous Current
19-Aug-2011 22-Aug-2011 Change Change % Previous Week
Open 74.475 74.140 -0.335 -0.4% 74.625
High 74.570 74.250 -0.320 -0.4% 74.745
Low 73.685 73.875 0.190 0.3% 73.515
Close 74.106 74.168 0.062 0.1% 74.106
Range 0.885 0.375 -0.510 -57.6% 1.230
ATR 0.807 0.776 -0.031 -3.8% 0.000
Volume 25,812 14,003 -11,809 -45.8% 114,243
Daily Pivots for day following 22-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.223 75.070 74.374
R3 74.848 74.695 74.271
R2 74.473 74.473 74.237
R1 74.320 74.320 74.202 74.397
PP 74.098 74.098 74.098 74.136
S1 73.945 73.945 74.134 74.022
S2 73.723 73.723 74.099
S3 73.348 73.570 74.065
S4 72.973 73.195 73.962
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 74.570 73.515 1.055 1.4% 0.642 0.9% 62% False False 21,322
10 75.390 73.515 1.875 2.5% 0.775 1.0% 35% False False 25,905
20 75.645 73.515 2.130 2.9% 0.830 1.1% 31% False False 29,490
40 77.175 73.515 3.660 4.9% 0.756 1.0% 18% False False 29,452
60 77.175 73.515 3.660 4.9% 0.714 1.0% 18% False False 26,555
80 77.175 73.325 3.850 5.2% 0.703 0.9% 22% False False 19,980
100 77.250 73.325 3.925 5.3% 0.641 0.9% 21% False False 15,992
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.166
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 75.844
2.618 75.232
1.618 74.857
1.000 74.625
0.618 74.482
HIGH 74.250
0.618 74.107
0.500 74.063
0.382 74.018
LOW 73.875
0.618 73.643
1.000 73.500
1.618 73.268
2.618 72.893
4.250 72.281
Fisher Pivots for day following 22-Aug-2011
Pivot 1 day 3 day
R1 74.133 74.155
PP 74.098 74.141
S1 74.063 74.128

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

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