ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 74.925 75.740 0.815 1.1% 74.120
High 75.175 76.465 1.290 1.7% 75.175
Low 74.600 75.010 0.410 0.5% 73.900
Close 75.140 76.412 1.272 1.7% 75.140
Range 0.575 1.455 0.880 153.0% 1.275
ATR 0.573 0.636 0.063 11.0% 0.000
Volume 1,009 3,319 2,310 228.9% 2,242
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.327 79.825 77.212
R3 78.872 78.370 76.812
R2 77.417 77.417 76.679
R1 76.915 76.915 76.545 77.166
PP 75.962 75.962 75.962 76.088
S1 75.460 75.460 76.279 75.711
S2 74.507 74.507 76.145
S3 73.052 74.005 76.012
S4 71.597 72.550 75.612
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 76.465 74.060 2.405 3.1% 0.689 0.9% 98% True False 1,092
10 76.465 73.900 2.565 3.4% 0.589 0.8% 98% True False 572
20 76.465 73.900 2.565 3.4% 0.606 0.8% 98% True False 355
40 77.420 73.900 3.520 4.6% 0.597 0.8% 71% False False 226
60 77.420 73.900 3.520 4.6% 0.482 0.6% 71% False False 153
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 0.202
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 82.649
2.618 80.274
1.618 78.819
1.000 77.920
0.618 77.364
HIGH 76.465
0.618 75.909
0.500 75.738
0.382 75.566
LOW 75.010
0.618 74.111
1.000 73.555
1.618 72.656
2.618 71.201
4.250 68.826
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 76.187 76.111
PP 75.962 75.809
S1 75.738 75.508

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

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