ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 26-Aug-2011
Day Change Summary
Previous Current
25-Aug-2011 26-Aug-2011 Change Change % Previous Week
Open 74.115 74.285 0.170 0.2% 74.140
High 74.505 74.550 0.045 0.1% 74.550
Low 73.890 73.765 -0.125 -0.2% 73.635
Close 74.362 73.869 -0.493 -0.7% 73.869
Range 0.615 0.785 0.170 27.6% 0.915
ATR 0.734 0.738 0.004 0.5% 0.000
Volume 22,387 29,819 7,432 33.2% 108,237
Daily Pivots for day following 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.416 75.928 74.301
R3 75.631 75.143 74.085
R2 74.846 74.846 74.013
R1 74.358 74.358 73.941 74.210
PP 74.061 74.061 74.061 73.987
S1 73.573 73.573 73.797 73.425
S2 73.276 73.276 73.725
S3 72.491 72.788 73.653
S4 71.706 72.003 73.437
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.763 76.231 74.372
R3 75.848 75.316 74.121
R2 74.933 74.933 74.037
R1 74.401 74.401 73.953 74.210
PP 74.018 74.018 74.018 73.922
S1 73.486 73.486 73.785 73.295
S2 73.103 73.103 73.701
S3 72.188 72.571 73.617
S4 71.273 71.656 73.366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.550 73.635 0.915 1.2% 0.572 0.8% 26% True False 21,647
10 74.745 73.515 1.230 1.7% 0.660 0.9% 29% False False 22,248
20 75.645 73.515 2.130 2.9% 0.807 1.1% 17% False False 28,531
40 77.175 73.515 3.660 5.0% 0.756 1.0% 10% False False 28,541
60 77.175 73.515 3.660 5.0% 0.725 1.0% 10% False False 28,092
80 77.175 73.515 3.660 5.0% 0.700 0.9% 10% False False 21,153
100 77.175 73.325 3.850 5.2% 0.652 0.9% 14% False False 16,934
120 77.977 73.325 4.652 6.3% 0.588 0.8% 12% False False 14,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.140
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.886
2.618 76.605
1.618 75.820
1.000 75.335
0.618 75.035
HIGH 74.550
0.618 74.250
0.500 74.158
0.382 74.065
LOW 73.765
0.618 73.280
1.000 72.980
1.618 72.495
2.618 71.710
4.250 70.429
Fisher Pivots for day following 26-Aug-2011
Pivot 1 day 3 day
R1 74.158 74.133
PP 74.061 74.045
S1 73.965 73.957

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

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