ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 74.140 74.245 0.105 0.1% 74.625
High 74.250 74.260 0.010 0.0% 74.745
Low 73.875 73.635 -0.240 -0.3% 73.515
Close 74.168 73.961 -0.207 -0.3% 74.106
Range 0.375 0.625 0.250 66.7% 1.230
ATR 0.776 0.765 -0.011 -1.4% 0.000
Volume 14,003 21,724 7,721 55.1% 114,243
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.827 75.519 74.305
R3 75.202 74.894 74.133
R2 74.577 74.577 74.076
R1 74.269 74.269 74.018 74.111
PP 73.952 73.952 73.952 73.873
S1 73.644 73.644 73.904 73.486
S2 73.327 73.327 73.846
S3 72.702 73.019 73.789
S4 72.077 72.394 73.617
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% 0.683 0.9% 42% False False 21,877
10 75.390 73.515 1.875 2.5% 0.726 1.0% 24% False False 24,153
20 75.645 73.515 2.130 2.9% 0.822 1.1% 21% False False 29,162
40 77.175 73.515 3.660 4.9% 0.750 1.0% 12% False False 29,112
60 77.175 73.515 3.660 4.9% 0.722 1.0% 12% False False 26,908
80 77.175 73.370 3.805 5.1% 0.705 1.0% 16% False False 20,251
100 77.175 73.325 3.850 5.2% 0.641 0.9% 17% False False 16,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.916
2.618 75.896
1.618 75.271
1.000 74.885
0.618 74.646
HIGH 74.260
0.618 74.021
0.500 73.948
0.382 73.874
LOW 73.635
0.618 73.249
1.000 73.010
1.618 72.624
2.618 71.999
4.250 70.979
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 73.957 74.103
PP 73.952 74.055
S1 73.948 74.008

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

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