ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 73.750 74.055 0.305 0.4% 74.140
High 74.250 74.245 -0.005 0.0% 74.550
Low 73.680 73.890 0.210 0.3% 73.635
Close 73.996 74.173 0.177 0.2% 73.869
Range 0.570 0.355 -0.215 -37.7% 0.915
ATR 0.700 0.675 -0.025 -3.5% 0.000
Volume 26,002 18,444 -7,558 -29.1% 108,237
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.168 75.025 74.368
R3 74.813 74.670 74.271
R2 74.458 74.458 74.238
R1 74.315 74.315 74.206 74.387
PP 74.103 74.103 74.103 74.138
S1 73.960 73.960 74.140 74.032
S2 73.748 73.748 74.108
S3 73.393 73.605 74.075
S4 73.038 73.250 73.978
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% 0.534 0.7% 62% False False 21,998
10 74.570 73.565 1.005 1.4% 0.575 0.8% 60% False False 21,836
20 75.645 73.515 2.130 2.9% 0.754 1.0% 31% False False 27,025
40 77.175 73.515 3.660 4.9% 0.742 1.0% 18% False False 28,615
60 77.175 73.515 3.660 4.9% 0.718 1.0% 18% False False 28,614
80 77.175 73.515 3.660 4.9% 0.690 0.9% 18% False False 21,867
100 77.175 73.325 3.850 5.2% 0.657 0.9% 22% False False 17,511
120 77.515 73.325 4.190 5.6% 0.598 0.8% 20% False False 14,595
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.132
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.754
2.618 75.174
1.618 74.819
1.000 74.600
0.618 74.464
HIGH 74.245
0.618 74.109
0.500 74.068
0.382 74.026
LOW 73.890
0.618 73.671
1.000 73.535
1.618 73.316
2.618 72.961
4.250 72.381
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 74.138 74.085
PP 74.103 73.996
S1 74.068 73.908

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

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