ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 74.115 74.750 0.635 0.9% 76.270
High 74.775 75.000 0.225 0.3% 76.480
Low 73.980 74.450 0.470 0.6% 74.660
Close 74.673 74.811 0.138 0.2% 74.857
Range 0.795 0.550 -0.245 -30.8% 1.820
ATR 0.488 0.492 0.004 0.9% 0.000
Volume 173 164 -9 -5.2% 290
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 76.404 76.157 75.114
R3 75.854 75.607 74.962
R2 75.304 75.304 74.912
R1 75.057 75.057 74.861 75.181
PP 74.754 74.754 74.754 74.815
S1 74.507 74.507 74.761 74.631
S2 74.204 74.204 74.710
S3 73.654 73.957 74.660
S4 73.104 73.407 74.509
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 75.000 73.980 1.020 1.4% 0.449 0.6% 81% True False 92
10 76.480 73.980 2.500 3.3% 0.446 0.6% 33% False False 73
20 77.420 73.980 3.440 4.6% 0.404 0.5% 24% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.092
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.338
2.618 76.440
1.618 75.890
1.000 75.550
0.618 75.340
HIGH 75.000
0.618 74.790
0.500 74.725
0.382 74.660
LOW 74.450
0.618 74.110
1.000 73.900
1.618 73.560
2.618 73.010
4.250 72.113
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 74.782 74.704
PP 74.754 74.597
S1 74.725 74.490

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

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