ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 77.980 77.850 -0.130 -0.2% 75.740
High 78.295 78.210 -0.085 -0.1% 77.775
Low 77.645 77.380 -0.265 -0.3% 75.010
Close 78.167 77.487 -0.680 -0.9% 77.720
Range 0.650 0.830 0.180 27.7% 2.765
ATR 0.693 0.703 0.010 1.4% 0.000
Volume 21,828 30,498 8,670 39.7% 24,554
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.182 79.665 77.944
R3 79.352 78.835 77.715
R2 78.522 78.522 77.639
R1 78.005 78.005 77.563 77.849
PP 77.692 77.692 77.692 77.614
S1 77.175 77.175 77.411 77.019
S2 76.862 76.862 77.335
S3 76.032 76.345 77.259
S4 75.202 75.515 77.031
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 78.295 75.730 2.565 3.3% 0.833 1.1% 68% False False 14,712
10 78.295 74.060 4.235 5.5% 0.761 1.0% 81% False False 7,902
20 78.295 73.900 4.395 5.7% 0.632 0.8% 82% False False 3,985
40 78.295 73.900 4.395 5.7% 0.642 0.8% 82% False False 2,044
60 78.295 73.900 4.395 5.7% 0.532 0.7% 82% False False 1,378
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 0.210
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.738
2.618 80.383
1.618 79.553
1.000 79.040
0.618 78.723
HIGH 78.210
0.618 77.893
0.500 77.795
0.382 77.697
LOW 77.380
0.618 76.867
1.000 76.550
1.618 76.037
2.618 75.207
4.250 73.853
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 77.795 77.459
PP 77.692 77.431
S1 77.590 77.403

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

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