ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 74.245 73.900 -0.345 -0.5% 74.625
High 74.260 74.175 -0.085 -0.1% 74.745
Low 73.635 73.715 0.080 0.1% 73.515
Close 73.961 74.087 0.126 0.2% 74.106
Range 0.625 0.460 -0.165 -26.4% 1.230
ATR 0.765 0.743 -0.022 -2.8% 0.000
Volume 21,724 20,304 -1,420 -6.5% 114,243
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.372 75.190 74.340
R3 74.912 74.730 74.214
R2 74.452 74.452 74.171
R1 74.270 74.270 74.129 74.361
PP 73.992 73.992 73.992 74.038
S1 73.810 73.810 74.045 73.901
S2 73.532 73.532 74.003
S3 73.072 73.350 73.961
S4 72.612 72.890 73.834
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 73.635 0.935 1.3% 0.616 0.8% 48% False False 21,673
10 75.390 73.515 1.875 2.5% 0.670 0.9% 31% False False 22,161
20 75.645 73.515 2.130 2.9% 0.805 1.1% 27% False False 28,532
40 77.175 73.515 3.660 4.9% 0.744 1.0% 16% False False 28,954
60 77.175 73.515 3.660 4.9% 0.723 1.0% 16% False False 27,242
80 77.175 73.370 3.805 5.1% 0.706 1.0% 19% False False 20,502
100 77.175 73.325 3.850 5.2% 0.644 0.9% 20% False False 16,412
120 77.977 73.325 4.652 6.3% 0.576 0.8% 16% False False 13,683
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.155
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.130
2.618 75.379
1.618 74.919
1.000 74.635
0.618 74.459
HIGH 74.175
0.618 73.999
0.500 73.945
0.382 73.891
LOW 73.715
0.618 73.431
1.000 73.255
1.618 72.971
2.618 72.511
4.250 71.760
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 74.040 74.041
PP 73.992 73.994
S1 73.945 73.948

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

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