ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 75.175 74.550 -0.625 -0.8% 74.810
High 75.275 75.900 0.625 0.8% 75.000
Low 74.500 74.550 0.050 0.1% 73.980
Close 74.619 75.765 1.146 1.5% 74.456
Range 0.775 1.350 0.575 74.2% 1.020
ATR 0.540 0.598 0.058 10.7% 0.000
Volume 83 50 -33 -39.8% 420
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 79.455 78.960 76.508
R3 78.105 77.610 76.136
R2 76.755 76.755 76.013
R1 76.260 76.260 75.889 76.508
PP 75.405 75.405 75.405 75.529
S1 74.910 74.910 75.641 75.158
S2 74.055 74.055 75.518
S3 72.705 73.560 75.394
S4 71.355 72.210 75.023
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.539 77.017 75.017
R3 76.519 75.997 74.737
R2 75.499 75.499 74.643
R1 74.977 74.977 74.550 74.728
PP 74.479 74.479 74.479 74.354
S1 73.957 73.957 74.363 73.708
S2 73.459 73.459 74.269
S3 72.439 72.937 74.176
S4 71.419 71.917 73.895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.900 74.270 1.630 2.2% 0.814 1.1% 92% True False 53
10 75.900 73.980 1.920 2.5% 0.632 0.8% 93% True False 72
20 77.420 73.980 3.440 4.5% 0.560 0.7% 52% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.102
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 81.638
2.618 79.434
1.618 78.084
1.000 77.250
0.618 76.734
HIGH 75.900
0.618 75.384
0.500 75.225
0.382 75.066
LOW 74.550
0.618 73.716
1.000 73.200
1.618 72.366
2.618 71.016
4.250 68.813
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 75.585 75.577
PP 75.405 75.388
S1 75.225 75.200

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

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