ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	74.205	74.870	0.665	0.9%	75.005
High	74.910	74.920	0.010	0.0%	75.030
Low	74.175	74.150	-0.025	0.0%	73.905
Close	74.695	74.486	-0.209	-0.3%	74.486
Range	0.735	0.770	0.035	4.8%	1.125
ATR	0.645	0.654	0.009	1.4%	0.000
Volume	56	109	53	94.6%	444

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	76.829	76.427	74.910
R3	76.059	75.657	74.698
R2	75.289	75.289	74.627
R1	74.887	74.887	74.557	74.703
PP	74.519	74.519	74.519	74.427
S1	74.117	74.117	74.415	73.933
S2	73.749	73.749	74.345
S3	72.979	73.347	74.274
S4	72.209	72.577	74.063

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.849	77.292	75.105
R3	76.724	76.167	74.795
R2	75.599	75.599	74.692
R1	75.042	75.042	74.589	74.758
PP	74.474	74.474	74.474	74.332
S1	73.917	73.917	74.383	73.633
S2	73.349	73.349	74.280
S3	72.224	72.792	74.177
S4	71.099	71.667	73.867

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.030	73.905	1.125	1.5%	0.619	0.8%	52%	False	False	88
10	75.760	73.905	1.855	2.5%	0.669	0.9%	31%	False	False	139
20	76.000	73.905	2.095	2.8%	0.680	0.9%	28%	False	False	110
40	77.420	73.905	3.515	4.7%	0.530	0.7%	17%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.096
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.193
2.618	76.936
1.618	76.166
1.000	75.690
0.618	75.396
HIGH	74.920
0.618	74.626
0.500	74.535
0.382	74.444
LOW	74.150
0.618	73.674
1.000	73.380
1.618	72.904
2.618	72.134
4.250	70.878

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	74.535	74.462
PP	74.519	74.437
S1	74.502	74.413

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