ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 78.455 79.440 0.985 1.3% 78.995
High 79.315 80.220 0.905 1.1% 79.645
Low 78.370 79.305 0.935 1.2% 77.835
Close 79.075 79.937 0.862 1.1% 79.075
Range 0.945 0.915 -0.030 -3.2% 1.810
ATR 0.842 0.864 0.022 2.6% 0.000
Volume 29,977 33,152 3,175 10.6% 148,859
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.566 82.166 80.440
R3 81.651 81.251 80.189
R2 80.736 80.736 80.105
R1 80.336 80.336 80.021 80.536
PP 79.821 79.821 79.821 79.921
S1 79.421 79.421 79.853 79.621
S2 78.906 78.906 79.769
S3 77.991 78.506 79.685
S4 77.076 77.591 79.434
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.282 83.488 80.071
R3 82.472 81.678 79.573
R2 80.662 80.662 79.407
R1 79.868 79.868 79.241 80.265
PP 78.852 78.852 78.852 79.050
S1 78.058 78.058 78.909 78.455
S2 77.042 77.042 78.743
S3 75.232 76.248 78.577
S4 73.422 74.438 78.080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.220 77.835 2.385 3.0% 0.894 1.1% 88% True False 30,815
10 80.220 77.235 2.985 3.7% 0.908 1.1% 91% True False 33,765
20 80.220 75.010 5.210 6.5% 0.885 1.1% 95% True False 28,193
40 80.220 73.900 6.320 7.9% 0.728 0.9% 96% True False 14,193
60 80.220 73.900 6.320 7.9% 0.681 0.9% 96% True False 9,493
80 80.220 73.900 6.320 7.9% 0.566 0.7% 96% True False 7,122
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 0.177
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.109
2.618 82.615
1.618 81.700
1.000 81.135
0.618 80.785
HIGH 80.220
0.618 79.870
0.500 79.763
0.382 79.655
LOW 79.305
0.618 78.740
1.000 78.390
1.618 77.825
2.618 76.910
4.250 75.416
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 79.879 79.666
PP 79.821 79.394
S1 79.763 79.123

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

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