ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 74.635 74.115 -0.520 -0.7% 76.270
High 74.645 74.775 0.130 0.2% 76.480
Low 74.080 73.980 -0.100 -0.1% 74.660
Close 74.069 74.673 0.604 0.8% 74.857
Range 0.565 0.795 0.230 40.7% 1.820
ATR 0.464 0.488 0.024 5.1% 0.000
Volume 43 173 130 302.3% 290
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.861 76.562 75.110
R3 76.066 75.767 74.892
R2 75.271 75.271 74.819
R1 74.972 74.972 74.746 75.122
PP 74.476 74.476 74.476 74.551
S1 74.177 74.177 74.600 74.327
S2 73.681 73.681 74.527
S3 72.886 73.382 74.454
S4 72.091 72.587 74.236
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 80.792 79.645 75.858
R3 78.972 77.825 75.358
R2 77.152 77.152 75.191
R1 76.005 76.005 75.024 75.669
PP 75.332 75.332 75.332 75.164
S1 74.185 74.185 74.690 73.849
S2 73.512 73.512 74.523
S3 71.692 72.365 74.357
S4 69.872 70.545 73.856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.520 73.980 1.540 2.1% 0.489 0.7% 45% False True 65
10 76.480 73.980 2.500 3.3% 0.391 0.5% 28% False True 68
20 77.420 73.980 3.440 4.6% 0.394 0.5% 20% False True 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 78.154
2.618 76.856
1.618 76.061
1.000 75.570
0.618 75.266
HIGH 74.775
0.618 74.471
0.500 74.378
0.382 74.284
LOW 73.980
0.618 73.489
1.000 73.185
1.618 72.694
2.618 71.899
4.250 70.601
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 74.575 74.585
PP 74.476 74.498
S1 74.378 74.410

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

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