ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 76.350 77.580 1.230 1.6% 75.370
High 77.375 77.885 0.510 0.7% 77.375
Low 76.135 77.130 0.995 1.3% 74.670
Close 77.300 77.666 0.366 0.5% 77.300
Range 1.240 0.755 -0.485 -39.1% 2.705
ATR 0.767 0.766 -0.001 -0.1% 0.000
Volume 56,085 41,448 -14,637 -26.1% 170,257
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.825 79.501 78.081
R3 79.070 78.746 77.874
R2 78.315 78.315 77.804
R1 77.991 77.991 77.735 78.153
PP 77.560 77.560 77.560 77.642
S1 77.236 77.236 77.597 77.398
S2 76.805 76.805 77.528
S3 76.050 76.481 77.458
S4 75.295 75.726 77.251
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.563 83.637 78.788
R3 81.858 80.932 78.044
R2 79.153 79.153 77.796
R1 78.227 78.227 77.548 78.690
PP 76.448 76.448 76.448 76.680
S1 75.522 75.522 77.052 75.985
S2 73.743 73.743 76.804
S3 71.038 72.817 76.556
S4 68.333 70.112 75.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.885 74.670 3.215 4.1% 0.984 1.3% 93% True False 42,341
10 77.885 73.565 4.320 5.6% 0.737 0.9% 95% True False 31,940
20 77.885 73.515 4.370 5.6% 0.699 0.9% 95% True False 27,094
40 77.885 73.515 4.370 5.6% 0.757 1.0% 95% True False 29,191
60 77.885 73.515 4.370 5.6% 0.738 0.9% 95% True False 29,529
80 77.885 73.515 4.370 5.6% 0.705 0.9% 95% True False 25,112
100 77.885 73.325 4.560 5.9% 0.686 0.9% 95% True False 20,124
120 77.885 73.325 4.560 5.9% 0.633 0.8% 95% True False 16,775
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.190
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.094
2.618 79.862
1.618 79.107
1.000 78.640
0.618 78.352
HIGH 77.885
0.618 77.597
0.500 77.508
0.382 77.418
LOW 77.130
0.618 76.663
1.000 76.375
1.618 75.908
2.618 75.153
4.250 73.921
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 77.613 77.353
PP 77.560 77.040
S1 77.508 76.728

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

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