ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 30-Aug-2011
Day Change Summary
Previous Current
29-Aug-2011 30-Aug-2011 Change Change % Previous Week
Open 73.785 73.750 -0.035 0.0% 74.140
High 73.910 74.250 0.340 0.5% 74.550
Low 73.565 73.680 0.115 0.2% 73.635
Close 73.777 73.996 0.219 0.3% 73.869
Range 0.345 0.570 0.225 65.2% 0.915
ATR 0.710 0.700 -0.010 -1.4% 0.000
Volume 13,342 26,002 12,660 94.9% 108,237
Daily Pivots for day following 30-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.685 75.411 74.310
R3 75.115 74.841 74.153
R2 74.545 74.545 74.101
R1 74.271 74.271 74.048 74.408
PP 73.975 73.975 73.975 74.044
S1 73.701 73.701 73.944 73.838
S2 73.405 73.405 73.892
S3 72.835 73.131 73.839
S4 72.265 72.561 73.683
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 73.565 0.985 1.3% 0.555 0.8% 44% False False 22,370
10 74.570 73.515 1.055 1.4% 0.619 0.8% 46% False False 22,124
20 75.645 73.515 2.130 2.9% 0.774 1.0% 23% False False 27,387
40 77.175 73.515 3.660 4.9% 0.752 1.0% 13% False False 28,649
60 77.175 73.515 3.660 4.9% 0.721 1.0% 13% False False 28,504
80 77.175 73.515 3.660 4.9% 0.691 0.9% 13% False False 21,639
100 77.175 73.325 3.850 5.2% 0.656 0.9% 17% False False 17,327
120 77.515 73.325 4.190 5.7% 0.595 0.8% 16% False False 14,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.132
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.673
2.618 75.742
1.618 75.172
1.000 74.820
0.618 74.602
HIGH 74.250
0.618 74.032
0.500 73.965
0.382 73.898
LOW 73.680
0.618 73.328
1.000 73.110
1.618 72.758
2.618 72.188
4.250 71.258
Fisher Pivots for day following 30-Aug-2011
Pivot 1 day 3 day
R1 73.986 74.058
PP 73.975 74.037
S1 73.965 74.017

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

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