ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 79.440 80.125 0.685 0.9% 78.995
High 80.220 80.430 0.210 0.3% 79.645
Low 79.305 79.380 0.075 0.1% 77.835
Close 79.937 80.104 0.167 0.2% 79.075
Range 0.915 1.050 0.135 14.8% 1.810
ATR 0.864 0.877 0.013 1.5% 0.000
Volume 33,152 36,823 3,671 11.1% 148,859
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 83.121 82.663 80.682
R3 82.071 81.613 80.393
R2 81.021 81.021 80.297
R1 80.563 80.563 80.200 80.267
PP 79.971 79.971 79.971 79.824
S1 79.513 79.513 80.008 79.217
S2 78.921 78.921 79.912
S3 77.871 78.463 79.815
S4 76.821 77.413 79.527
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 80.430 77.835 2.595 3.2% 0.891 1.1% 87% True False 31,803
10 80.430 77.235 3.195 4.0% 0.949 1.2% 90% True False 34,980
20 80.430 75.730 4.700 5.9% 0.865 1.1% 93% True False 29,868
40 80.430 73.900 6.530 8.2% 0.736 0.9% 95% True False 15,112
60 80.430 73.900 6.530 8.2% 0.687 0.9% 95% True False 10,107
80 80.430 73.900 6.530 8.2% 0.578 0.7% 95% True False 7,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.195
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.893
2.618 83.179
1.618 82.129
1.000 81.480
0.618 81.079
HIGH 80.430
0.618 80.029
0.500 79.905
0.382 79.781
LOW 79.380
0.618 78.731
1.000 78.330
1.618 77.681
2.618 76.631
4.250 74.918
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 80.038 79.869
PP 79.971 79.635
S1 79.905 79.400

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

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