ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 74.055 74.235 0.180 0.2% 74.140
High 74.245 74.865 0.620 0.8% 74.550
Low 73.890 74.200 0.310 0.4% 73.635
Close 74.173 74.557 0.384 0.5% 73.869
Range 0.355 0.665 0.310 87.3% 0.915
ATR 0.675 0.676 0.001 0.2% 0.000
Volume 18,444 25,423 6,979 37.8% 108,237
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 76.536 76.211 74.923
R3 75.871 75.546 74.740
R2 75.206 75.206 74.679
R1 74.881 74.881 74.618 75.044
PP 74.541 74.541 74.541 74.622
S1 74.216 74.216 74.496 74.379
S2 73.876 73.876 74.435
S3 73.211 73.551 74.374
S4 72.546 72.886 74.191
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 74.865 73.565 1.300 1.7% 0.544 0.7% 76% True False 22,606
10 74.865 73.565 1.300 1.7% 0.568 0.8% 76% True False 21,726
20 75.645 73.515 2.130 2.9% 0.710 1.0% 49% False False 25,464
40 77.175 73.515 3.660 4.9% 0.743 1.0% 28% False False 28,713
60 77.175 73.515 3.660 4.9% 0.721 1.0% 28% False False 28,752
80 77.175 73.515 3.660 4.9% 0.685 0.9% 28% False False 22,180
100 77.175 73.325 3.850 5.2% 0.660 0.9% 32% False False 17,765
120 77.515 73.325 4.190 5.6% 0.602 0.8% 29% False False 14,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.691
2.618 76.606
1.618 75.941
1.000 75.530
0.618 75.276
HIGH 74.865
0.618 74.611
0.500 74.533
0.382 74.454
LOW 74.200
0.618 73.789
1.000 73.535
1.618 73.124
2.618 72.459
4.250 71.374
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 74.549 74.462
PP 74.541 74.367
S1 74.533 74.273

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

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