ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 77.830 77.450 -0.380 -0.5% 77.980
High 77.960 78.455 0.495 0.6% 78.295
Low 77.325 77.235 -0.090 -0.1% 76.585
Close 77.528 77.859 0.331 0.4% 77.092
Range 0.635 1.220 0.585 92.1% 1.710
ATR 0.728 0.763 0.035 4.8% 0.000
Volume 24,673 44,878 20,205 81.9% 166,713
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.510 80.904 78.530
R3 80.290 79.684 78.195
R2 79.070 79.070 78.083
R1 78.464 78.464 77.971 78.767
PP 77.850 77.850 77.850 78.001
S1 77.244 77.244 77.747 77.547
S2 76.630 76.630 77.635
S3 75.410 76.024 77.524
S4 74.190 74.804 77.188
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 78.455 76.585 1.870 2.4% 0.803 1.0% 68% True False 36,316
10 78.455 75.945 2.510 3.2% 0.843 1.1% 76% True False 29,043
20 78.455 73.900 4.555 5.9% 0.727 0.9% 87% True False 14,907
40 78.455 73.900 4.555 5.9% 0.704 0.9% 87% True False 7,509
60 78.455 73.900 4.555 5.9% 0.591 0.8% 87% True False 5,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.197
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.640
2.618 81.649
1.618 80.429
1.000 79.675
0.618 79.209
HIGH 78.455
0.618 77.989
0.500 77.845
0.382 77.701
LOW 77.235
0.618 76.481
1.000 76.015
1.618 75.261
2.618 74.041
4.250 72.050
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 77.854 77.854
PP 77.850 77.850
S1 77.845 77.845

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

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