ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 74.550 75.950 1.400 1.9% 74.460
High 75.900 76.000 0.100 0.1% 76.000
Low 74.550 75.170 0.620 0.8% 74.270
Close 75.765 75.212 -0.553 -0.7% 75.212
Range 1.350 0.830 -0.520 -38.5% 1.730
ATR 0.598 0.615 0.017 2.8% 0.000
Volume 50 152 102 204.0% 400
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.951 77.411 75.669
R3 77.121 76.581 75.440
R2 76.291 76.291 75.364
R1 75.751 75.751 75.288 75.606
PP 75.461 75.461 75.461 75.388
S1 74.921 74.921 75.136 74.776
S2 74.631 74.631 75.060
S3 73.801 74.091 74.984
S4 72.971 73.261 74.756
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 80.351 79.511 76.164
R3 78.621 77.781 75.688
R2 76.891 76.891 75.529
R1 76.051 76.051 75.371 76.471
PP 75.161 75.161 75.161 75.371
S1 74.321 74.321 75.053 74.741
S2 73.431 73.431 74.895
S3 71.701 72.591 74.736
S4 69.971 70.861 74.261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.000 74.270 1.730 2.3% 0.849 1.1% 54% True False 80
10 76.000 73.980 2.020 2.7% 0.691 0.9% 61% True False 82
20 77.420 73.980 3.440 4.6% 0.586 0.8% 36% False False 93
40 77.420 73.980 3.440 4.6% 0.403 0.5% 36% False False 50
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 True
Stretch 0.098
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.528
2.618 78.173
1.618 77.343
1.000 76.830
0.618 76.513
HIGH 76.000
0.618 75.683
0.500 75.585
0.382 75.487
LOW 75.170
0.618 74.657
1.000 74.340
1.618 73.827
2.618 72.997
4.250 71.643
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 75.585 75.250
PP 75.461 75.237
S1 75.336 75.225

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

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