ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 77.580 77.365 -0.215 -0.3% 75.370
High 77.885 77.700 -0.185 -0.2% 77.375
Low 77.130 76.895 -0.235 -0.3% 74.670
Close 77.666 76.997 -0.669 -0.9% 77.300
Range 0.755 0.805 0.050 6.6% 2.705
ATR 0.766 0.769 0.003 0.4% 0.000
Volume 41,448 40,737 -711 -1.7% 170,257
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.612 79.110 77.440
R3 78.807 78.305 77.218
R2 78.002 78.002 77.145
R1 77.500 77.500 77.071 77.349
PP 77.197 77.197 77.197 77.122
S1 76.695 76.695 76.923 76.544
S2 76.392 76.392 76.849
S3 75.587 75.890 76.776
S4 74.782 75.085 76.554
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 75.320 2.565 3.3% 0.856 1.1% 65% False False 40,585
10 77.885 73.680 4.205 5.5% 0.783 1.0% 79% False False 34,679
20 77.885 73.515 4.370 5.7% 0.694 0.9% 80% False False 28,049
40 77.885 73.515 4.370 5.7% 0.761 1.0% 80% False False 29,531
60 77.885 73.515 4.370 5.7% 0.736 1.0% 80% False False 29,646
80 77.885 73.515 4.370 5.7% 0.705 0.9% 80% False False 25,617
100 77.885 73.325 4.560 5.9% 0.691 0.9% 81% False False 20,531
120 77.885 73.325 4.560 5.9% 0.636 0.8% 81% False False 17,114
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 0.211
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.121
2.618 79.807
1.618 79.002
1.000 78.505
0.618 78.197
HIGH 77.700
0.618 77.392
0.500 77.298
0.382 77.203
LOW 76.895
0.618 76.398
1.000 76.090
1.618 75.593
2.618 74.788
4.250 73.474
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 77.298 77.010
PP 77.197 77.006
S1 77.097 77.001

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

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