ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	75.005	74.490	-0.515	-0.7%	74.990
High	75.030	74.630	-0.400	-0.5%	75.760
Low	74.235	74.430	0.195	0.3%	74.340
Close	74.309	74.473	0.164	0.2%	75.143
Range	0.795	0.200	-0.595	-74.8%	1.420
ATR	0.663	0.638	-0.024	-3.7%	0.000
Volume	91	91	0	0.0%	947

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.111	74.992	74.583
R3	74.911	74.792	74.528
R2	74.711	74.711	74.510
R1	74.592	74.592	74.491	74.552
PP	74.511	74.511	74.511	74.491
S1	74.392	74.392	74.455	74.352
S2	74.311	74.311	74.436
S3	74.111	74.192	74.418
S4	73.911	73.992	74.363

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.341	78.662	75.924
R3	77.921	77.242	75.534
R2	76.501	76.501	75.403
R1	75.822	75.822	75.273	76.162
PP	75.081	75.081	75.081	75.251
S1	74.402	74.402	75.013	74.742
S2	73.661	73.661	74.883
S3	72.241	72.982	74.753
S4	70.821	71.562	74.362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.760	74.235	1.525	2.0%	0.633	0.8%	16%	False	False	159
10	76.000	74.235	1.765	2.4%	0.754	1.0%	13%	False	False	141
20	76.005	73.980	2.025	2.7%	0.646	0.9%	24%	False	False	103
40	77.420	73.980	3.440	4.6%	0.487	0.7%	14%	False	False	77

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.103
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	75.480
2.618	75.154
1.618	74.954
1.000	74.830
0.618	74.754
HIGH	74.630
0.618	74.554
0.500	74.530
0.382	74.506
LOW	74.430
0.618	74.306
1.000	74.230
1.618	74.106
2.618	73.906
4.250	73.580

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	74.530	74.780
PP	74.511	74.678
S1	74.492	74.575

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