ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 74.360 75.340 0.980 1.3% 74.460
High 75.270 75.760 0.490 0.7% 76.000
Low 74.340 74.875 0.535 0.7% 74.270
Close 75.159 75.210 0.051 0.1% 75.212
Range 0.930 0.885 -0.045 -4.8% 1.730
ATR 0.649 0.666 0.017 2.6% 0.000
Volume 278 142 -136 -48.9% 400
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.937 77.458 75.697
R3 77.052 76.573 75.453
R2 76.167 76.167 75.372
R1 75.688 75.688 75.291 75.485
PP 75.282 75.282 75.282 75.180
S1 74.803 74.803 75.129 74.600
S2 74.397 74.397 75.048
S3 73.512 73.918 74.967
S4 72.627 73.033 74.723
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 80.351 79.511 76.164
R3 78.621 77.781 75.688
R2 76.891 76.891 75.529
R1 76.051 76.051 75.371 76.471
PP 75.161 75.161 75.161 75.371
S1 74.321 74.321 75.053 74.741
S2 73.431 73.431 74.895
S3 71.701 72.591 74.736
S4 69.971 70.861 74.261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.000 74.340 1.660 2.2% 0.813 1.1% 52% False False 180
10 76.000 74.270 1.730 2.3% 0.814 1.1% 54% False False 117
20 76.480 73.980 2.500 3.3% 0.630 0.8% 49% False False 95
40 77.420 73.980 3.440 4.6% 0.463 0.6% 36% False False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.122
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.521
2.618 78.077
1.618 77.192
1.000 76.645
0.618 76.307
HIGH 75.760
0.618 75.422
0.500 75.318
0.382 75.213
LOW 74.875
0.618 74.328
1.000 73.990
1.618 73.443
2.618 72.558
4.250 71.114
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 75.318 75.157
PP 75.282 75.103
S1 75.246 75.050

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

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