ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 77.595 77.405 -0.190 -0.2% 75.740
High 78.060 77.600 -0.460 -0.6% 77.775
Low 77.210 76.585 -0.625 -0.8% 75.010
Close 77.381 76.820 -0.561 -0.7% 77.720
Range 0.850 1.015 0.165 19.4% 2.765
ATR 0.713 0.735 0.022 3.0% 0.000
Volume 37,300 44,044 6,744 18.1% 24,554
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.047 79.448 77.378
R3 79.032 78.433 77.099
R2 78.017 78.017 77.006
R1 77.418 77.418 76.913 77.210
PP 77.002 77.002 77.002 76.898
S1 76.403 76.403 76.727 76.195
S2 75.987 75.987 76.634
S3 74.972 75.388 76.541
S4 73.957 74.373 76.262
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 76.510 1.785 2.3% 0.922 1.2% 17% False False 29,459
10 78.295 74.550 3.745 4.9% 0.864 1.1% 61% False False 15,998
20 78.295 73.900 4.395 5.7% 0.686 0.9% 66% False False 8,043
40 78.295 73.900 4.395 5.7% 0.670 0.9% 66% False False 4,075
60 78.295 73.900 4.395 5.7% 0.560 0.7% 66% False False 2,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.251
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.914
2.618 80.257
1.618 79.242
1.000 78.615
0.618 78.227
HIGH 77.600
0.618 77.212
0.500 77.093
0.382 76.973
LOW 76.585
0.618 75.958
1.000 75.570
1.618 74.943
2.618 73.928
4.250 72.271
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 77.093 77.398
PP 77.002 77.205
S1 76.911 77.013

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

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