ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 77.145 76.880 -0.265 -0.3% 75.370
High 77.555 77.105 -0.450 -0.6% 77.375
Low 76.720 76.090 -0.630 -0.8% 74.670
Close 76.875 76.300 -0.575 -0.7% 77.300
Range 0.835 1.015 0.180 21.6% 2.705
ATR 0.773 0.791 0.017 2.2% 0.000
Volume 40,599 27,356 -13,243 -32.6% 170,257
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.543 78.937 76.858
R3 78.528 77.922 76.579
R2 77.513 77.513 76.486
R1 76.907 76.907 76.393 76.703
PP 76.498 76.498 76.498 76.396
S1 75.892 75.892 76.207 75.688
S2 75.483 75.483 76.114
S3 74.468 74.877 76.021
S4 73.453 73.862 75.742
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 76.090 1.795 2.4% 0.930 1.2% 12% False True 41,245
10 77.885 74.200 3.685 4.8% 0.876 1.1% 57% False False 37,030
20 77.885 73.565 4.320 5.7% 0.725 1.0% 63% False False 29,433
40 77.885 73.515 4.370 5.7% 0.779 1.0% 64% False False 29,905
60 77.885 73.515 4.370 5.7% 0.748 1.0% 64% False False 29,917
80 77.885 73.515 4.370 5.7% 0.714 0.9% 64% False False 26,454
100 77.885 73.325 4.560 6.0% 0.700 0.9% 65% False False 21,209
120 77.885 73.325 4.560 6.0% 0.644 0.8% 65% False False 17,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.251
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.419
2.618 79.762
1.618 78.747
1.000 78.120
0.618 77.732
HIGH 77.105
0.618 76.717
0.500 76.598
0.382 76.478
LOW 76.090
0.618 75.463
1.000 75.075
1.618 74.448
2.618 73.433
4.250 71.776
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 76.598 76.895
PP 76.498 76.697
S1 76.399 76.498

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

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