ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 78.995 78.820 -0.175 -0.2% 77.560
High 79.645 78.995 -0.650 -0.8% 79.400
Low 78.690 77.930 -0.760 -1.0% 77.235
Close 79.063 78.028 -1.035 -1.3% 79.228
Range 0.955 1.065 0.110 11.5% 2.165
ATR 0.823 0.845 0.022 2.7% 0.000
Volume 27,932 31,884 3,952 14.1% 190,591
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.513 80.835 78.614
R3 80.448 79.770 78.321
R2 79.383 79.383 78.223
R1 78.705 78.705 78.126 78.512
PP 78.318 78.318 78.318 78.221
S1 77.640 77.640 77.930 77.447
S2 77.253 77.253 77.833
S3 76.188 76.575 77.735
S4 75.123 75.510 77.442
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 3.1% 1.007 1.3% 33% False False 38,157
10 79.645 76.585 3.060 3.9% 0.868 1.1% 47% False False 36,479
20 79.645 74.060 5.585 7.2% 0.815 1.0% 71% False False 22,190
40 79.645 73.900 5.745 7.4% 0.727 0.9% 72% False False 11,146
60 79.645 73.900 5.745 7.4% 0.636 0.8% 72% False False 7,457
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 0.194
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.521
2.618 81.783
1.618 80.718
1.000 80.060
0.618 79.653
HIGH 78.995
0.618 78.588
0.500 78.463
0.382 78.337
LOW 77.930
0.618 77.272
1.000 76.865
1.618 76.207
2.618 75.142
4.250 73.404
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 78.463 78.788
PP 78.318 78.534
S1 78.173 78.281

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

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