ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 04-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 04-Jul-2011 Change Change % Previous Week
Open 75.230 74.955 -0.275 -0.4% 76.795
High 75.295 75.170 -0.125 -0.2% 76.885
Low 75.000 74.955 -0.045 -0.1% 75.000
Close 75.134 75.030 -0.104 -0.1% 75.134
Range 0.295 0.215 -0.080 -27.1% 1.885
ATR 0.492 0.472 -0.020 -4.0% 0.000
Volume 20 19 -1 -5.0% 58
Daily Pivots for day following 04-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.697 75.578 75.148
R3 75.482 75.363 75.089
R2 75.267 75.267 75.069
R1 75.148 75.148 75.050 75.208
PP 75.052 75.052 75.052 75.081
S1 74.933 74.933 75.010 74.993
S2 74.837 74.837 74.991
S3 74.622 74.718 74.971
S4 74.407 74.503 74.912
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 81.328 80.116 76.171
R3 79.443 78.231 75.652
R2 77.558 77.558 75.480
R1 76.346 76.346 75.307 76.010
PP 75.673 75.673 75.673 75.505
S1 74.461 74.461 74.961 74.125
S2 73.788 73.788 74.788
S3 71.903 72.576 74.616
S4 70.018 70.691 74.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.080 74.955 1.125 1.5% 0.265 0.4% 7% False True 14
10 76.885 74.955 1.930 2.6% 0.244 0.3% 4% False True 8
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.084
2.618 75.733
1.618 75.518
1.000 75.385
0.618 75.303
HIGH 75.170
0.618 75.088
0.500 75.063
0.382 75.037
LOW 74.955
0.618 74.822
1.000 74.740
1.618 74.607
2.618 74.392
4.250 74.041
Fisher Pivots for day following 04-Jul-2011
Pivot 1 day 3 day
R1 75.063 75.165
PP 75.052 75.120
S1 75.041 75.075

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

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