ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 77.450 78.400 0.950 1.2% 77.980
High 78.455 79.400 0.945 1.2% 78.295
Low 77.235 78.335 1.100 1.4% 76.585
Close 77.859 79.100 1.241 1.6% 77.092
Range 1.220 1.065 -0.155 -12.7% 1.710
ATR 0.763 0.819 0.056 7.3% 0.000
Volume 44,878 49,769 4,891 10.9% 166,713
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 82.140 81.685 79.686
R3 81.075 80.620 79.393
R2 80.010 80.010 79.295
R1 79.555 79.555 79.198 79.783
PP 78.945 78.945 78.945 79.059
S1 78.490 78.490 79.002 78.718
S2 77.880 77.880 78.905
S3 76.815 77.425 78.807
S4 75.750 76.360 78.514
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 79.400 76.815 2.585 3.3% 0.813 1.0% 88% True False 37,461
10 79.400 76.510 2.890 3.7% 0.868 1.1% 90% True False 33,460
20 79.400 73.900 5.500 7.0% 0.760 1.0% 95% True False 17,394
40 79.400 73.900 5.500 7.0% 0.710 0.9% 95% True False 8,749
60 79.400 73.900 5.500 7.0% 0.605 0.8% 95% True False 5,855
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.199
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.926
2.618 82.188
1.618 81.123
1.000 80.465
0.618 80.058
HIGH 79.400
0.618 78.993
0.500 78.868
0.382 78.742
LOW 78.335
0.618 77.677
1.000 77.270
1.618 76.612
2.618 75.547
4.250 73.809
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 79.023 78.839
PP 78.945 78.578
S1 78.868 78.318

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

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