ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 76.255 76.980 0.725 1.0% 74.955
High 76.950 77.420 0.470 0.6% 76.080
Low 76.255 76.660 0.405 0.5% 74.955
Close 76.804 76.674 -0.130 -0.2% 75.944
Range 0.695 0.760 0.065 9.4% 1.125
ATR 0.475 0.495 0.020 4.3% 0.000
Volume 11 176 165 1,500.0% 38
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 79.198 78.696 77.092
R3 78.438 77.936 76.883
R2 77.678 77.678 76.813
R1 77.176 77.176 76.744 77.047
PP 76.918 76.918 76.918 76.854
S1 76.416 76.416 76.604 76.287
S2 76.158 76.158 76.535
S3 75.398 75.656 76.465
S4 74.638 74.896 76.256
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 77.420 75.595 1.825 2.4% 0.439 0.6% 59% True False 40
10 77.420 74.955 2.465 3.2% 0.332 0.4% 70% True False 25
20 77.420 74.955 2.465 3.2% 0.274 0.4% 70% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.043
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 80.650
2.618 79.410
1.618 78.650
1.000 78.180
0.618 77.890
HIGH 77.420
0.618 77.130
0.500 77.040
0.382 76.950
LOW 76.660
0.618 76.190
1.000 75.900
1.618 75.430
2.618 74.670
4.250 73.430
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 77.040 76.650
PP 76.918 76.626
S1 76.796 76.603

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

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