ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 76.675 77.980 1.305 1.7% 75.740
High 77.775 78.295 0.520 0.7% 77.775
Low 76.510 77.645 1.135 1.5% 75.010
Close 77.720 78.167 0.447 0.6% 77.720
Range 1.265 0.650 -0.615 -48.6% 2.765
ATR 0.696 0.693 -0.003 -0.5% 0.000
Volume 13,629 21,828 8,199 60.2% 24,554
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.986 79.726 78.525
R3 79.336 79.076 78.346
R2 78.686 78.686 78.286
R1 78.426 78.426 78.227 78.556
PP 78.036 78.036 78.036 78.101
S1 77.776 77.776 78.107 77.906
S2 77.386 77.386 78.048
S3 76.736 77.126 77.988
S4 76.086 76.476 77.810
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 75.010 3.285 4.2% 0.958 1.2% 96% True False 9,276
10 78.295 73.900 4.395 5.6% 0.708 0.9% 97% True False 4,862
20 78.295 73.900 4.395 5.6% 0.631 0.8% 97% True False 2,465
40 78.295 73.900 4.395 5.6% 0.631 0.8% 97% True False 1,284
60 78.295 73.900 4.395 5.6% 0.521 0.7% 97% True False 870
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 0.182
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.058
2.618 79.997
1.618 79.347
1.000 78.945
0.618 78.697
HIGH 78.295
0.618 78.047
0.500 77.970
0.382 77.893
LOW 77.645
0.618 77.243
1.000 76.995
1.618 76.593
2.618 75.943
4.250 74.883
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 78.101 77.818
PP 78.036 77.469
S1 77.970 77.120

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

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