ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 78.400 78.900 0.500 0.6% 77.560
High 79.400 79.320 -0.080 -0.1% 79.400
Low 78.335 78.590 0.255 0.3% 77.235
Close 79.100 79.228 0.128 0.2% 79.228
Range 1.065 0.730 -0.335 -31.5% 2.165
ATR 0.819 0.812 -0.006 -0.8% 0.000
Volume 49,769 36,326 -13,443 -27.0% 190,591
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.236 80.962 79.630
R3 80.506 80.232 79.429
R2 79.776 79.776 79.362
R1 79.502 79.502 79.295 79.639
PP 79.046 79.046 79.046 79.115
S1 78.772 78.772 79.161 78.909
S2 78.316 78.316 79.094
S3 77.586 78.042 79.027
S4 76.856 77.312 78.827
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 85.116 84.337 80.419
R3 82.951 82.172 79.823
R2 80.786 80.786 79.625
R1 80.007 80.007 79.426 80.397
PP 78.621 78.621 78.621 78.816
S1 77.842 77.842 79.030 78.232
S2 76.456 76.456 78.831
S3 74.291 75.677 78.633
S4 72.126 73.512 78.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.400 77.235 2.165 2.7% 0.861 1.1% 92% False False 38,118
10 79.400 76.585 2.815 3.6% 0.814 1.0% 94% False False 35,730
20 79.400 73.900 5.500 6.9% 0.769 1.0% 97% False False 19,209
40 79.400 73.900 5.500 6.9% 0.715 0.9% 97% False False 9,653
60 79.400 73.900 5.500 6.9% 0.611 0.8% 97% False False 6,460
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.214
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.423
2.618 81.231
1.618 80.501
1.000 80.050
0.618 79.771
HIGH 79.320
0.618 79.041
0.500 78.955
0.382 78.869
LOW 78.590
0.618 78.139
1.000 77.860
1.618 77.409
2.618 76.679
4.250 75.488
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 79.137 78.925
PP 79.046 78.621
S1 78.955 78.318

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

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