ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 74.810 74.635 -0.175 -0.2% 76.270
High 74.840 74.645 -0.195 -0.3% 76.480
Low 74.745 74.080 -0.665 -0.9% 74.660
Close 74.674 74.069 -0.605 -0.8% 74.857
Range 0.095 0.565 0.470 494.7% 1.820
ATR 0.454 0.464 0.010 2.2% 0.000
Volume 20 43 23 115.0% 290
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 75.960 75.579 74.380
R3 75.395 75.014 74.224
R2 74.830 74.830 74.173
R1 74.449 74.449 74.121 74.357
PP 74.265 74.265 74.265 74.219
S1 73.884 73.884 74.017 73.792
S2 73.700 73.700 73.965
S3 73.135 73.319 73.914
S4 72.570 72.754 73.758
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 80.792 79.645 75.858
R3 78.972 77.825 75.358
R2 77.152 77.152 75.191
R1 76.005 76.005 75.024 75.669
PP 75.332 75.332 75.332 75.164
S1 74.185 74.185 74.690 73.849
S2 73.512 73.512 74.523
S3 71.692 72.365 74.357
S4 69.872 70.545 73.856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.005 74.080 1.925 2.6% 0.419 0.6% -1% False True 36
10 76.790 74.080 2.710 3.7% 0.403 0.5% 0% False True 92
20 77.420 74.080 3.340 4.5% 0.367 0.5% 0% False True 59
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 77.046
2.618 76.124
1.618 75.559
1.000 75.210
0.618 74.994
HIGH 74.645
0.618 74.429
0.500 74.363
0.382 74.296
LOW 74.080
0.618 73.731
1.000 73.515
1.618 73.166
2.618 72.601
4.250 71.679
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 74.363 74.490
PP 74.265 74.350
S1 74.167 74.209

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

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