ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 77.850 77.595 -0.255 -0.3% 75.740
High 78.210 78.060 -0.150 -0.2% 77.775
Low 77.380 77.210 -0.170 -0.2% 75.010
Close 77.487 77.381 -0.106 -0.1% 77.720
Range 0.830 0.850 0.020 2.4% 2.765
ATR 0.703 0.713 0.011 1.5% 0.000
Volume 30,498 37,300 6,802 22.3% 24,554
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.100 79.591 77.849
R3 79.250 78.741 77.615
R2 78.400 78.400 77.537
R1 77.891 77.891 77.459 77.721
PP 77.550 77.550 77.550 77.465
S1 77.041 77.041 77.303 76.871
S2 76.700 76.700 77.225
S3 75.850 76.191 77.147
S4 75.000 75.341 76.914
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 85.130 84.190 79.241
R3 82.365 81.425 78.480
R2 79.600 79.600 78.227
R1 78.660 78.660 77.973 79.130
PP 76.835 76.835 76.835 77.070
S1 75.895 75.895 77.467 76.365
S2 74.070 74.070 77.213
S3 71.305 73.130 76.960
S4 68.540 70.365 76.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.295 75.945 2.350 3.0% 0.883 1.1% 61% False False 21,769
10 78.295 74.250 4.045 5.2% 0.795 1.0% 77% False False 11,617
20 78.295 73.900 4.395 5.7% 0.665 0.9% 79% False False 5,846
40 78.295 73.900 4.395 5.7% 0.656 0.8% 79% False False 2,974
60 78.295 73.900 4.395 5.7% 0.546 0.7% 79% False False 2,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.245
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.673
2.618 80.285
1.618 79.435
1.000 78.910
0.618 78.585
HIGH 78.060
0.618 77.735
0.500 77.635
0.382 77.535
LOW 77.210
0.618 76.685
1.000 76.360
1.618 75.835
2.618 74.985
4.250 73.598
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 77.635 77.753
PP 77.550 77.629
S1 77.466 77.505

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

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