ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 76.820 77.560 0.740 1.0% 77.980
High 77.305 78.060 0.755 1.0% 78.295
Low 76.815 77.405 0.590 0.8% 76.585
Close 77.092 77.639 0.547 0.7% 77.092
Range 0.490 0.655 0.165 33.7% 1.710
ATR 0.717 0.735 0.018 2.5% 0.000
Volume 33,043 34,945 1,902 5.8% 166,713
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.666 79.308 77.999
R3 79.011 78.653 77.819
R2 78.356 78.356 77.759
R1 77.998 77.998 77.699 78.177
PP 77.701 77.701 77.701 77.791
S1 77.343 77.343 77.579 77.522
S2 77.046 77.046 77.519
S3 76.391 76.688 77.459
S4 75.736 76.033 77.279
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 82.454 81.483 78.033
R3 80.744 79.773 77.562
R2 79.034 79.034 77.406
R1 78.063 78.063 77.249 77.694
PP 77.324 77.324 77.324 77.139
S1 76.353 76.353 76.935 75.984
S2 75.614 75.614 76.779
S3 73.904 74.643 76.622
S4 72.194 72.933 76.152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.210 76.585 1.625 2.1% 0.768 1.0% 65% False False 35,966
10 78.295 75.010 3.285 4.2% 0.863 1.1% 80% False False 22,621
20 78.295 73.900 4.395 5.7% 0.668 0.9% 85% False False 11,434
40 78.295 73.900 4.395 5.7% 0.674 0.9% 85% False False 5,772
60 78.295 73.900 4.395 5.7% 0.576 0.7% 85% False False 3,867
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 0.235
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.844
2.618 79.775
1.618 79.120
1.000 78.715
0.618 78.465
HIGH 78.060
0.618 77.810
0.500 77.733
0.382 77.655
LOW 77.405
0.618 77.000
1.000 76.750
1.618 76.345
2.618 75.690
4.250 74.621
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 77.733 77.534
PP 77.701 77.428
S1 77.670 77.323

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

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