ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
04-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 74.955 75.195 0.240 0.3% 76.795
High 75.170 75.195 0.025 0.0% 76.885
Low 74.955 75.195 0.240 0.3% 75.000
Close 75.030 75.415 0.385 0.5% 75.134
Range 0.215 0.000 -0.215 -100.0% 1.885
ATR 0.472 0.450 -0.022 -4.6% 0.000
Volume 19 2 -17 -89.5% 58
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.268 75.342 75.415
R3 75.268 75.342 75.415
R2 75.268 75.268 75.415
R1 75.342 75.342 75.415 75.305
PP 75.268 75.268 75.268 75.250
S1 75.342 75.342 75.415 75.305
S2 75.268 75.268 75.415
S3 75.268 75.342 75.415
S4 75.268 75.342 75.415
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 75.755 74.955 0.800 1.1% 0.224 0.3% 58% False False 9
10 76.885 74.955 1.930 2.6% 0.244 0.3% 24% False False 8
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 0.018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 75.195
2.618 75.195
1.618 75.195
1.000 75.195
0.618 75.195
HIGH 75.195
0.618 75.195
0.500 75.195
0.382 75.195
LOW 75.195
0.618 75.195
1.000 75.195
1.618 75.195
2.618 75.195
4.250 75.195
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 75.342 75.318
PP 75.268 75.222
S1 75.195 75.125

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

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