ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 76.330 75.990 -0.340 -0.4% 74.120
High 76.330 76.765 0.435 0.6% 75.175
Low 75.730 75.945 0.215 0.3% 73.900
Close 75.946 76.710 0.764 1.0% 75.140
Range 0.600 0.820 0.220 36.7% 1.275
ATR 0.640 0.652 0.013 2.0% 0.000
Volume 2,014 5,592 3,578 177.7% 2,242
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.933 78.642 77.161
R3 78.113 77.822 76.936
R2 77.293 77.293 76.860
R1 77.002 77.002 76.785 77.148
PP 76.473 76.473 76.473 76.546
S1 76.182 76.182 76.635 76.328
S2 75.653 75.653 76.560
S3 74.833 75.362 76.485
S4 74.013 74.542 76.259
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 76.765 74.550 2.215 2.9% 0.806 1.1% 98% True False 2,536
10 76.765 73.900 2.865 3.7% 0.652 0.8% 98% True False 1,328
20 76.765 73.900 2.865 3.7% 0.597 0.8% 98% True False 709
40 76.765 73.900 2.865 3.7% 0.591 0.8% 98% True False 401
60 77.420 73.900 3.520 4.6% 0.497 0.6% 80% False False 280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.180
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.250
2.618 78.912
1.618 78.092
1.000 77.585
0.618 77.272
HIGH 76.765
0.618 76.452
0.500 76.355
0.382 76.258
LOW 75.945
0.618 75.438
1.000 75.125
1.618 74.618
2.618 73.798
4.250 72.460
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 76.592 76.436
PP 76.473 76.162
S1 76.355 75.888

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

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