ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 75.940 75.580 -0.360 -0.5% 73.785
High 75.965 76.405 0.440 0.6% 74.865
Low 75.320 75.570 0.250 0.3% 73.565
Close 75.566 76.352 0.786 1.0% 74.839
Range 0.645 0.835 0.190 29.5% 1.300
ATR 0.722 0.730 0.008 1.2% 0.000
Volume 32,087 32,569 482 1.5% 107,696
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.614 78.318 76.811
R3 77.779 77.483 76.582
R2 76.944 76.944 76.505
R1 76.648 76.648 76.429 76.796
PP 76.109 76.109 76.109 76.183
S1 75.813 75.813 76.275 75.961
S2 75.274 75.274 76.199
S3 74.439 74.978 76.122
S4 73.604 74.143 75.893
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 76.405 74.200 2.205 2.9% 0.821 1.1% 98% True False 32,816
10 76.405 73.565 2.840 3.7% 0.678 0.9% 98% True False 27,407
20 76.405 73.515 2.890 3.8% 0.674 0.9% 98% True False 24,784
40 76.405 73.515 2.890 3.8% 0.735 1.0% 98% True False 28,314
60 77.175 73.515 3.660 4.8% 0.737 1.0% 78% False False 29,178
80 77.175 73.515 3.660 4.8% 0.691 0.9% 78% False False 23,895
100 77.175 73.325 3.850 5.0% 0.678 0.9% 79% False False 19,151
120 77.250 73.325 3.925 5.1% 0.620 0.8% 77% False False 15,962
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 False
Bear Hook False
Bull Hook False
Stretch 0.187
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.954
2.618 78.591
1.618 77.756
1.000 77.240
0.618 76.921
HIGH 76.405
0.618 76.086
0.500 75.988
0.382 75.889
LOW 75.570
0.618 75.054
1.000 74.735
1.618 74.219
2.618 73.384
4.250 72.021
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 76.231 76.081
PP 76.109 75.809
S1 75.988 75.538

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

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