ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 13-Jul-2011
Day Change Summary
Previous Current
12-Jul-2011 13-Jul-2011 Change Change % Previous Week
Open 76.980 76.650 -0.330 -0.4% 74.955
High 77.420 76.790 -0.630 -0.8% 76.080
Low 76.660 75.875 -0.785 -1.0% 74.955
Close 76.674 76.007 -0.667 -0.9% 75.944
Range 0.760 0.915 0.155 20.4% 1.125
ATR 0.495 0.525 0.030 6.1% 0.000
Volume 176 412 236 134.1% 38
Daily Pivots for day following 13-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.969 78.403 76.510
R3 78.054 77.488 76.259
R2 77.139 77.139 76.175
R1 76.573 76.573 76.091 76.399
PP 76.224 76.224 76.224 76.137
S1 75.658 75.658 75.923 75.484
S2 75.309 75.309 75.839
S3 74.394 74.743 75.755
S4 73.479 73.828 75.504
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 75.625 1.795 2.4% 0.563 0.7% 21% False False 122
10 77.420 74.955 2.465 3.2% 0.398 0.5% 43% False False 66
20 77.420 74.955 2.465 3.2% 0.308 0.4% 43% False False 37
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 0.055
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 80.679
2.618 79.185
1.618 78.270
1.000 77.705
0.618 77.355
HIGH 76.790
0.618 76.440
0.500 76.333
0.382 76.225
LOW 75.875
0.618 75.310
1.000 74.960
1.618 74.395
2.618 73.480
4.250 71.986
Fisher Pivots for day following 13-Jul-2011
Pivot 1 day 3 day
R1 76.333 76.648
PP 76.224 76.434
S1 76.116 76.221

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

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