ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 77.560 77.830 0.270 0.3% 77.980
High 78.060 77.960 -0.100 -0.1% 78.295
Low 77.405 77.325 -0.080 -0.1% 76.585
Close 77.639 77.528 -0.111 -0.1% 77.092
Range 0.655 0.635 -0.020 -3.1% 1.710
ATR 0.735 0.728 -0.007 -1.0% 0.000
Volume 34,945 24,673 -10,272 -29.4% 166,713
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.509 79.154 77.877
R3 78.874 78.519 77.703
R2 78.239 78.239 77.644
R1 77.884 77.884 77.586 77.744
PP 77.604 77.604 77.604 77.535
S1 77.249 77.249 77.470 77.109
S2 76.969 76.969 77.412
S3 76.334 76.614 77.353
S4 75.699 75.979 77.179
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 78.060 76.585 1.475 1.9% 0.729 0.9% 64% False False 34,801
10 78.295 75.730 2.565 3.3% 0.781 1.0% 70% False False 24,756
20 78.295 73.900 4.395 5.7% 0.685 0.9% 83% False False 12,664
40 78.295 73.900 4.395 5.7% 0.687 0.9% 83% False False 6,388
60 78.295 73.900 4.395 5.7% 0.574 0.7% 83% False False 4,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.176
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.659
2.618 79.622
1.618 78.987
1.000 78.595
0.618 78.352
HIGH 77.960
0.618 77.717
0.500 77.643
0.382 77.568
LOW 77.325
0.618 76.933
1.000 76.690
1.618 76.298
2.618 75.663
4.250 74.626
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 77.643 77.498
PP 77.604 77.468
S1 77.566 77.438

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

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