ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 74.620 74.925 0.305 0.4% 74.120
High 75.130 75.175 0.045 0.1% 75.175
Low 74.550 74.600 0.050 0.1% 73.900
Close 74.892 75.140 0.248 0.3% 75.140
Range 0.580 0.575 -0.005 -0.9% 1.275
ATR 0.573 0.573 0.000 0.0% 0.000
Volume 749 1,009 260 34.7% 2,242
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 76.697 76.493 75.456
R3 76.122 75.918 75.298
R2 75.547 75.547 75.245
R1 75.343 75.343 75.193 75.445
PP 74.972 74.972 74.972 75.023
S1 74.768 74.768 75.087 74.870
S2 74.397 74.397 75.035
S3 73.822 74.193 74.982
S4 73.247 73.618 74.824
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.563 78.127 75.841
R3 77.288 76.852 75.491
R2 76.013 76.013 75.374
R1 75.577 75.577 75.257 75.795
PP 74.738 74.738 74.738 74.848
S1 74.302 74.302 75.023 74.520
S2 73.463 73.463 74.906
S3 72.188 73.027 74.789
S4 70.913 71.752 74.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.175 73.900 1.275 1.7% 0.458 0.6% 97% True False 448
10 75.175 73.900 1.275 1.7% 0.473 0.6% 97% True False 247
20 75.760 73.900 1.860 2.5% 0.571 0.8% 67% False False 193
40 77.420 73.900 3.520 4.7% 0.578 0.8% 35% False False 143
60 77.420 73.900 3.520 4.7% 0.459 0.6% 35% False False 98
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 0.132
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.619
2.618 76.680
1.618 76.105
1.000 75.750
0.618 75.530
HIGH 75.175
0.618 74.955
0.500 74.888
0.382 74.820
LOW 74.600
0.618 74.245
1.000 74.025
1.618 73.670
2.618 73.095
4.250 72.156
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 75.056 74.998
PP 74.972 74.855
S1 74.888 74.713

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

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