ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 75.950 74.990 -0.960 -1.3% 74.460
High 76.000 75.545 -0.455 -0.6% 76.000
Low 75.170 74.805 -0.365 -0.5% 74.270
Close 75.212 75.328 0.116 0.2% 75.212
Range 0.830 0.740 -0.090 -10.8% 1.730
ATR 0.615 0.624 0.009 1.5% 0.000
Volume 152 77 -75 -49.3% 400
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.446 77.127 75.735
R3 76.706 76.387 75.532
R2 75.966 75.966 75.464
R1 75.647 75.647 75.396 75.807
PP 75.226 75.226 75.226 75.306
S1 74.907 74.907 75.260 75.067
S2 74.486 74.486 75.192
S3 73.746 74.167 75.125
S4 73.006 73.427 74.921
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 74.500 1.500 2.0% 0.823 1.1% 55% False False 79
10 76.000 73.980 2.020 2.7% 0.755 1.0% 67% False False 87
20 77.420 73.980 3.440 4.6% 0.589 0.8% 39% False False 96
40 77.420 73.980 3.440 4.6% 0.419 0.6% 39% False False 52
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.113
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.690
2.618 77.482
1.618 76.742
1.000 76.285
0.618 76.002
HIGH 75.545
0.618 75.262
0.500 75.175
0.382 75.088
LOW 74.805
0.618 74.348
1.000 74.065
1.618 73.608
2.618 72.868
4.250 71.660
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 75.277 75.310
PP 75.226 75.293
S1 75.175 75.275

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

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