ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 75.755 76.080 0.325 0.4% 74.955
High 75.775 76.080 0.305 0.4% 76.080
Low 75.625 75.785 0.160 0.2% 74.955
Close 75.687 75.944 0.257 0.3% 75.944
Range 0.150 0.295 0.145 96.7% 1.125
ATR 0.437 0.434 -0.003 -0.7% 0.000
Volume 5 10 5 100.0% 38
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.821 76.678 76.106
R3 76.526 76.383 76.025
R2 76.231 76.231 75.998
R1 76.088 76.088 75.971 76.012
PP 75.936 75.936 75.936 75.899
S1 75.793 75.793 75.917 75.717
S2 75.641 75.641 75.890
S3 75.346 75.498 75.863
S4 75.051 75.203 75.782
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 79.035 78.614 76.563
R3 77.910 77.489 76.253
R2 76.785 76.785 76.150
R1 76.364 76.364 76.047 76.575
PP 75.660 75.660 75.660 75.765
S1 75.239 75.239 75.841 75.450
S2 74.535 74.535 75.738
S3 73.410 74.114 75.635
S4 72.285 72.989 75.325
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% 0.191 0.3% 88% True False 7
10 76.885 74.955 1.930 2.5% 0.280 0.4% 51% False False 9
20 76.885 74.955 1.930 2.5% 0.221 0.3% 51% False False 8
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.334
2.618 76.852
1.618 76.557
1.000 76.375
0.618 76.262
HIGH 76.080
0.618 75.967
0.500 75.933
0.382 75.898
LOW 75.785
0.618 75.603
1.000 75.490
1.618 75.308
2.618 75.013
4.250 74.531
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 75.940 75.909
PP 75.936 75.873
S1 75.933 75.838

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

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