ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 75.990 76.675 0.685 0.9% 75.740
High 76.765 77.775 1.010 1.3% 77.775
Low 75.945 76.510 0.565 0.7% 75.010
Close 76.710 77.720 1.010 1.3% 77.720
Range 0.820 1.265 0.445 54.3% 2.765
ATR 0.652 0.696 0.044 6.7% 0.000
Volume 5,592 13,629 8,037 143.7% 24,554
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.130 80.690 78.416
R3 79.865 79.425 78.068
R2 78.600 78.600 77.952
R1 78.160 78.160 77.836 78.380
PP 77.335 77.335 77.335 77.445
S1 76.895 76.895 77.604 77.115
S2 76.070 76.070 77.488
S3 74.805 75.630 77.372
S4 73.540 74.365 77.024
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 85.130 84.190 79.241
R3 82.365 81.425 78.480
R2 79.600 79.600 78.227
R1 78.660 78.660 77.973 79.130
PP 76.835 76.835 76.835 77.070
S1 75.895 75.895 77.467 76.365
S2 74.070 74.070 77.213
S3 71.305 73.130 76.960
S4 68.540 70.365 76.199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.775 74.600 3.175 4.1% 0.943 1.2% 98% True False 5,112
10 77.775 73.900 3.875 5.0% 0.724 0.9% 99% True False 2,687
20 77.775 73.900 3.875 5.0% 0.616 0.8% 99% True False 1,383
40 77.775 73.900 3.875 5.0% 0.623 0.8% 99% True False 739
60 77.775 73.900 3.875 5.0% 0.514 0.7% 99% True False 507
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 0.178
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.151
2.618 81.087
1.618 79.822
1.000 79.040
0.618 78.557
HIGH 77.775
0.618 77.292
0.500 77.143
0.382 76.993
LOW 76.510
0.618 75.728
1.000 75.245
1.618 74.463
2.618 73.198
4.250 71.134
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 77.528 77.398
PP 77.335 77.075
S1 77.143 76.753

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

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