ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 78.900 78.995 0.095 0.1% 77.560
High 79.320 79.645 0.325 0.4% 79.400
Low 78.590 78.690 0.100 0.1% 77.235
Close 79.228 79.063 -0.165 -0.2% 79.228
Range 0.730 0.955 0.225 30.8% 2.165
ATR 0.812 0.823 0.010 1.3% 0.000
Volume 36,326 27,932 -8,394 -23.1% 190,591
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.998 81.485 79.588
R3 81.043 80.530 79.326
R2 80.088 80.088 79.238
R1 79.575 79.575 79.151 79.832
PP 79.133 79.133 79.133 79.261
S1 78.620 78.620 78.975 78.877
S2 78.178 78.178 78.888
S3 77.223 77.665 78.800
S4 76.268 76.710 78.538
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 79.645 77.235 2.410 3.0% 0.921 1.2% 76% True False 36,715
10 79.645 76.585 3.060 3.9% 0.845 1.1% 81% True False 36,340
20 79.645 73.900 5.745 7.3% 0.776 1.0% 90% True False 20,601
40 79.645 73.900 5.745 7.3% 0.722 0.9% 90% True False 10,351
60 79.645 73.900 5.745 7.3% 0.622 0.8% 90% True False 6,926
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 0.213
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.704
2.618 82.145
1.618 81.190
1.000 80.600
0.618 80.235
HIGH 79.645
0.618 79.280
0.500 79.168
0.382 79.055
LOW 78.690
0.618 78.100
1.000 77.735
1.618 77.145
2.618 76.190
4.250 74.631
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 79.168 79.039
PP 79.133 79.014
S1 79.098 78.990

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

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