ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 78.320 78.735 0.415 0.5% 77.560
High 78.660 78.745 0.085 0.1% 79.400
Low 77.835 78.025 0.190 0.2% 77.235
Close 78.429 78.603 0.174 0.2% 79.228
Range 0.825 0.720 -0.105 -12.7% 2.165
ATR 0.843 0.835 -0.009 -1.0% 0.000
Volume 32,959 26,107 -6,852 -20.8% 190,591
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.618 80.330 78.999
R3 79.898 79.610 78.801
R2 79.178 79.178 78.735
R1 78.890 78.890 78.669 78.674
PP 78.458 78.458 78.458 78.350
S1 78.170 78.170 78.537 77.954
S2 77.738 77.738 78.471
S3 77.018 77.450 78.405
S4 76.298 76.730 78.207
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 77.835 1.810 2.3% 0.859 1.1% 42% False False 31,041
10 79.645 76.815 2.830 3.6% 0.836 1.1% 63% False False 34,251
20 79.645 74.550 5.095 6.5% 0.850 1.1% 80% False False 25,124
40 79.645 73.900 5.745 7.3% 0.736 0.9% 82% False False 12,620
60 79.645 73.900 5.745 7.3% 0.657 0.8% 82% False False 8,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.171
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.805
2.618 80.630
1.618 79.910
1.000 79.465
0.618 79.190
HIGH 78.745
0.618 78.470
0.500 78.385
0.382 78.300
LOW 78.025
0.618 77.580
1.000 77.305
1.618 76.860
2.618 76.140
4.250 74.965
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 78.530 78.540
PP 78.458 78.478
S1 78.385 78.415

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

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