ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 75.740 76.330 0.590 0.8% 74.120
High 76.465 76.330 -0.135 -0.2% 75.175
Low 75.010 75.730 0.720 1.0% 73.900
Close 76.412 75.946 -0.466 -0.6% 75.140
Range 1.455 0.600 -0.855 -58.8% 1.275
ATR 0.636 0.640 0.003 0.5% 0.000
Volume 3,319 2,014 -1,305 -39.3% 2,242
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 77.802 77.474 76.276
R3 77.202 76.874 76.111
R2 76.602 76.602 76.056
R1 76.274 76.274 76.001 76.138
PP 76.002 76.002 76.002 75.934
S1 75.674 75.674 75.891 75.538
S2 75.402 75.402 75.836
S3 74.802 75.074 75.781
S4 74.202 74.474 75.616
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.563 78.127 75.841
R3 77.288 76.852 75.491
R2 76.013 76.013 75.374
R1 75.577 75.577 75.257 75.795
PP 74.738 74.738 74.738 74.848
S1 74.302 74.302 75.023 74.520
S2 73.463 73.463 74.906
S3 72.188 73.027 74.789
S4 70.913 71.752 74.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.465 74.250 2.215 2.9% 0.706 0.9% 77% False False 1,465
10 76.465 73.900 2.565 3.4% 0.612 0.8% 80% False False 771
20 76.465 73.900 2.565 3.4% 0.602 0.8% 80% False False 443
40 76.790 73.900 2.890 3.8% 0.593 0.8% 71% False False 272
60 77.420 73.900 3.520 4.6% 0.487 0.6% 58% False False 187
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.191
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.880
2.618 77.901
1.618 77.301
1.000 76.930
0.618 76.701
HIGH 76.330
0.618 76.101
0.500 76.030
0.382 75.959
LOW 75.730
0.618 75.359
1.000 75.130
1.618 74.759
2.618 74.159
4.250 73.180
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 76.030 75.808
PP 76.002 75.670
S1 75.974 75.533

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

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