ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 76.880 76.335 -0.545 -0.7% 77.580
High 77.105 76.790 -0.315 -0.4% 77.885
Low 76.090 76.320 0.230 0.3% 76.090
Close 76.300 76.593 0.293 0.4% 76.593
Range 1.015 0.470 -0.545 -53.7% 1.795
ATR 0.791 0.769 -0.021 -2.7% 0.000
Volume 27,356 11,241 -16,115 -58.9% 161,381
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 77.978 77.755 76.852
R3 77.508 77.285 76.722
R2 77.038 77.038 76.679
R1 76.815 76.815 76.636 76.927
PP 76.568 76.568 76.568 76.623
S1 76.345 76.345 76.550 76.457
S2 76.098 76.098 76.507
S3 75.628 75.875 76.464
S4 75.158 75.405 76.335
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 82.241 81.212 77.580
R3 80.446 79.417 77.087
R2 78.651 78.651 76.922
R1 77.622 77.622 76.758 77.239
PP 76.856 76.856 76.856 76.665
S1 75.827 75.827 76.428 75.444
S2 75.061 75.061 76.264
S3 73.266 74.032 76.099
S4 71.471 72.237 75.606
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 2.3% 0.776 1.0% 28% False False 32,276
10 77.885 74.345 3.540 4.6% 0.856 1.1% 64% False False 35,612
20 77.885 73.565 4.320 5.6% 0.712 0.9% 70% False False 28,669
40 77.885 73.515 4.370 5.7% 0.759 1.0% 70% False False 29,072
60 77.885 73.515 4.370 5.7% 0.749 1.0% 70% False False 29,662
80 77.885 73.515 4.370 5.7% 0.713 0.9% 70% False False 26,593
100 77.885 73.325 4.560 6.0% 0.698 0.9% 72% False False 21,321
120 77.885 73.325 4.560 6.0% 0.645 0.8% 72% False False 17,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.249
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 78.788
2.618 78.020
1.618 77.550
1.000 77.260
0.618 77.080
HIGH 76.790
0.618 76.610
0.500 76.555
0.382 76.500
LOW 76.320
0.618 76.030
1.000 75.850
1.618 75.560
2.618 75.090
4.250 74.323
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 76.580 76.823
PP 76.568 76.746
S1 76.555 76.670

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

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