ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 77.405 76.820 -0.585 -0.8% 77.980
High 77.600 77.305 -0.295 -0.4% 78.295
Low 76.585 76.815 0.230 0.3% 76.585
Close 76.820 77.092 0.272 0.4% 77.092
Range 1.015 0.490 -0.525 -51.7% 1.710
ATR 0.735 0.717 -0.017 -2.4% 0.000
Volume 44,044 33,043 -11,001 -25.0% 166,713
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.541 78.306 77.362
R3 78.051 77.816 77.227
R2 77.561 77.561 77.182
R1 77.326 77.326 77.137 77.444
PP 77.071 77.071 77.071 77.129
S1 76.836 76.836 77.047 76.954
S2 76.581 76.581 77.002
S3 76.091 76.346 76.957
S4 75.601 75.856 76.823
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 82.454 81.483 78.033
R3 80.744 79.773 77.562
R2 79.034 79.034 77.406
R1 78.063 78.063 77.249 77.694
PP 77.324 77.324 77.324 77.139
S1 76.353 76.353 76.935 75.984
S2 75.614 75.614 76.779
S3 73.904 74.643 76.622
S4 72.194 72.933 76.152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.295 76.585 1.710 2.2% 0.767 1.0% 30% False False 33,342
10 78.295 74.600 3.695 4.8% 0.855 1.1% 67% False False 19,227
20 78.295 73.900 4.395 5.7% 0.674 0.9% 73% False False 9,692
40 78.295 73.900 4.395 5.7% 0.663 0.9% 73% False False 4,900
60 78.295 73.900 4.395 5.7% 0.568 0.7% 73% False False 3,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.245
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 79.388
2.618 78.588
1.618 78.098
1.000 77.795
0.618 77.608
HIGH 77.305
0.618 77.118
0.500 77.060
0.382 77.002
LOW 76.815
0.618 76.512
1.000 76.325
1.618 76.022
2.618 75.532
4.250 74.733
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 77.081 77.323
PP 77.071 77.246
S1 77.060 77.169

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

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