ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 78.735 78.455 -0.280 -0.4% 78.995
High 78.745 79.315 0.570 0.7% 79.645
Low 78.025 78.370 0.345 0.4% 77.835
Close 78.603 79.075 0.472 0.6% 79.075
Range 0.720 0.945 0.225 31.3% 1.810
ATR 0.835 0.842 0.008 0.9% 0.000
Volume 26,107 29,977 3,870 14.8% 148,859
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.755 81.360 79.595
R3 80.810 80.415 79.335
R2 79.865 79.865 79.248
R1 79.470 79.470 79.162 79.668
PP 78.920 78.920 78.920 79.019
S1 78.525 78.525 78.988 78.723
S2 77.975 77.975 78.902
S3 77.030 77.580 78.815
S4 76.085 76.635 78.555
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.282 83.488 80.071
R3 82.472 81.678 79.573
R2 80.662 80.662 79.407
R1 79.868 79.868 79.241 80.265
PP 78.852 78.852 78.852 79.050
S1 78.058 78.058 78.909 78.455
S2 77.042 77.042 78.743
S3 75.232 76.248 78.577
S4 73.422 74.438 78.080
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% 0.902 1.1% 69% False False 29,771
10 79.645 77.235 2.410 3.0% 0.882 1.1% 76% False False 33,945
20 79.645 74.600 5.045 6.4% 0.868 1.1% 89% False False 26,586
40 79.645 73.900 5.745 7.3% 0.726 0.9% 90% False False 13,368
60 79.645 73.900 5.745 7.3% 0.670 0.8% 90% False False 8,941
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 0.179
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.331
2.618 81.789
1.618 80.844
1.000 80.260
0.618 79.899
HIGH 79.315
0.618 78.954
0.500 78.843
0.382 78.731
LOW 78.370
0.618 77.786
1.000 77.425
1.618 76.841
2.618 75.896
4.250 74.354
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 78.998 78.908
PP 78.920 78.742
S1 78.843 78.575

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

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