ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 75.370 75.940 0.570 0.8% 73.785
High 76.115 75.965 -0.150 -0.2% 74.865
Low 74.670 75.320 0.650 0.9% 73.565
Close 76.057 75.566 -0.491 -0.6% 74.839
Range 1.445 0.645 -0.800 -55.4% 1.300
ATR 0.721 0.722 0.001 0.2% 0.000
Volume 49,516 32,087 -17,429 -35.2% 107,696
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 77.552 77.204 75.921
R3 76.907 76.559 75.743
R2 76.262 76.262 75.684
R1 75.914 75.914 75.625 75.766
PP 75.617 75.617 75.617 75.543
S1 75.269 75.269 75.507 75.121
S2 74.972 74.972 75.448
S3 74.327 74.624 75.389
S4 73.682 73.979 75.211
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.323 77.881 75.554
R3 77.023 76.581 75.197
R2 75.723 75.723 75.077
R1 75.281 75.281 74.958 75.502
PP 74.423 74.423 74.423 74.534
S1 73.981 73.981 74.720 74.202
S2 73.123 73.123 74.601
S3 71.823 72.681 74.482
S4 70.523 71.381 74.124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.115 73.890 2.225 2.9% 0.725 1.0% 75% False False 29,991
10 76.115 73.565 2.550 3.4% 0.640 0.8% 78% False False 26,180
20 76.115 73.515 2.600 3.4% 0.683 0.9% 79% False False 25,167
40 76.455 73.515 2.940 3.9% 0.741 1.0% 70% False False 28,430
60 77.175 73.515 3.660 4.8% 0.730 1.0% 56% False False 28,952
80 77.175 73.515 3.660 4.8% 0.687 0.9% 56% False False 23,492
100 77.175 73.325 3.850 5.1% 0.677 0.9% 58% False False 18,826
120 77.250 73.325 3.925 5.2% 0.615 0.8% 57% False False 15,691
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.204
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.706
2.618 77.654
1.618 77.009
1.000 76.610
0.618 76.364
HIGH 75.965
0.618 75.719
0.500 75.643
0.382 75.566
LOW 75.320
0.618 74.921
1.000 74.675
1.618 74.276
2.618 73.631
4.250 72.579
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 75.643 75.454
PP 75.617 75.342
S1 75.592 75.230

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

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