ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	76.185	76.270	0.085	0.1%	76.255
High	76.205	76.480	0.275	0.4%	77.420
Low	75.880	76.100	0.220	0.3%	75.875
Close	75.970	76.233	0.263	0.3%	75.970
Range	0.325	0.380	0.055	16.9%	1.545
ATR	0.477	0.480	0.002	0.5%	0.000
Volume	46	81	35	76.1%	761

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.411	77.202	76.442
R3	77.031	76.822	76.338
R2	76.651	76.651	76.303
R1	76.442	76.442	76.268	76.357
PP	76.271	76.271	76.271	76.228
S1	76.062	76.062	76.198	75.977
S2	75.891	75.891	76.163
S3	75.511	75.682	76.129
S4	75.131	75.302	76.024

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.057	80.058	76.820
R3	79.512	78.513	76.395
R2	77.967	77.967	76.253
R1	76.968	76.968	76.112	76.695
PP	76.422	76.422	76.422	76.285
S1	75.423	75.423	75.828	75.150
S2	74.877	74.877	75.687
S3	73.332	73.878	75.545
S4	71.787	72.333	75.120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.420	75.875	1.545	2.0%	0.476	0.6%	23%	False	False	166
10	77.420	75.195	2.225	2.9%	0.382	0.5%	47%	False	False	86
20	77.420	74.955	2.465	3.2%	0.313	0.4%	52%	False	False	47

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	0.067
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.095
2.618	77.475
1.618	77.095
1.000	76.860
0.618	76.715
HIGH	76.480
0.618	76.335
0.500	76.290
0.382	76.245
LOW	76.100
0.618	75.865
1.000	75.720
1.618	75.485
2.618	75.105
4.250	74.485

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	76.290	76.215
PP	76.271	76.198
S1	76.252	76.180

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols