ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	74.870	74.545	-0.325	-0.4%	75.005
High	74.920	74.570	-0.350	-0.5%	75.030
Low	74.150	74.280	0.130	0.2%	73.905
Close	74.486	74.528	0.042	0.1%	74.486
Range	0.770	0.290	-0.480	-62.3%	1.125
ATR	0.654	0.628	-0.026	-4.0%	0.000
Volume	109	76	-33	-30.3%	444

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	75.329	75.219	74.688
R3	75.039	74.929	74.608
R2	74.749	74.749	74.581
R1	74.639	74.639	74.555	74.549
PP	74.459	74.459	74.459	74.415
S1	74.349	74.349	74.501	74.259
S2	74.169	74.169	74.475
S3	73.879	74.059	74.448
S4	73.589	73.769	74.369

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	74.920	73.905	1.015	1.4%	0.518	0.7%	61%	False	False	85
10	75.760	73.905	1.855	2.5%	0.624	0.8%	34%	False	False	139
20	76.000	73.905	2.095	2.8%	0.689	0.9%	30%	False	False	113
40	77.420	73.905	3.515	4.7%	0.519	0.7%	18%	False	False	85

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.080
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	75.803
2.618	75.329
1.618	75.039
1.000	74.860
0.618	74.749
HIGH	74.570
0.618	74.459
0.500	74.425
0.382	74.391
LOW	74.280
0.618	74.101
1.000	73.990
1.618	73.811
2.618	73.521
4.250	73.048

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	74.494	74.535
PP	74.459	74.533
S1	74.425	74.530

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