ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 77.365 77.145 -0.220 -0.3% 75.370
High 77.700 77.555 -0.145 -0.2% 77.375
Low 76.895 76.720 -0.175 -0.2% 74.670
Close 76.997 76.875 -0.122 -0.2% 77.300
Range 0.805 0.835 0.030 3.7% 2.705
ATR 0.769 0.773 0.005 0.6% 0.000
Volume 40,737 40,599 -138 -0.3% 170,257
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.555 79.050 77.334
R3 78.720 78.215 77.105
R2 77.885 77.885 77.028
R1 77.380 77.380 76.952 77.215
PP 77.050 77.050 77.050 76.968
S1 76.545 76.545 76.798 76.380
S2 76.215 76.215 76.722
S3 75.380 75.710 76.645
S4 74.545 74.875 76.416
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 75.570 2.315 3.0% 0.894 1.2% 56% False False 42,287
10 77.885 73.890 3.995 5.2% 0.810 1.1% 75% False False 36,139
20 77.885 73.515 4.370 5.7% 0.714 0.9% 77% False False 29,131
40 77.885 73.515 4.370 5.7% 0.766 1.0% 77% False False 29,894
60 77.885 73.515 4.370 5.7% 0.740 1.0% 77% False False 29,912
80 77.885 73.515 4.370 5.7% 0.707 0.9% 77% False False 26,119
100 77.885 73.325 4.560 5.9% 0.696 0.9% 78% False False 20,937
120 77.885 73.325 4.560 5.9% 0.638 0.8% 78% False False 17,452
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 0.245
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.104
2.618 79.741
1.618 78.906
1.000 78.390
0.618 78.071
HIGH 77.555
0.618 77.236
0.500 77.138
0.382 77.039
LOW 76.720
0.618 76.204
1.000 75.885
1.618 75.369
2.618 74.534
4.250 73.171
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 77.138 77.303
PP 77.050 77.160
S1 76.963 77.018

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

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