ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 80.125 79.640 -0.485 -0.6% 78.995
High 80.430 79.870 -0.560 -0.7% 79.645
Low 79.380 79.280 -0.100 -0.1% 77.835
Close 80.104 79.405 -0.699 -0.9% 79.075
Range 1.050 0.590 -0.460 -43.8% 1.810
ATR 0.877 0.874 -0.004 -0.4% 0.000
Volume 36,823 31,500 -5,323 -14.5% 148,859
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.288 80.937 79.730
R3 80.698 80.347 79.567
R2 80.108 80.108 79.513
R1 79.757 79.757 79.459 79.638
PP 79.518 79.518 79.518 79.459
S1 79.167 79.167 79.351 79.048
S2 78.928 78.928 79.297
S3 78.338 78.577 79.243
S4 77.748 77.987 79.081
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 78.025 2.405 3.0% 0.844 1.1% 57% False False 31,511
10 80.430 77.835 2.595 3.3% 0.886 1.1% 61% False False 33,642
20 80.430 75.945 4.485 5.6% 0.865 1.1% 77% False False 31,342
40 80.430 73.900 6.530 8.2% 0.733 0.9% 84% False False 15,893
60 80.430 73.900 6.530 8.2% 0.684 0.9% 84% False False 10,629
80 80.430 73.900 6.530 8.2% 0.581 0.7% 84% False False 7,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.196
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.378
2.618 81.415
1.618 80.825
1.000 80.460
0.618 80.235
HIGH 79.870
0.618 79.645
0.500 79.575
0.382 79.505
LOW 79.280
0.618 78.915
1.000 78.690
1.618 78.325
2.618 77.735
4.250 76.773
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 79.575 79.855
PP 79.518 79.705
S1 79.462 79.555

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

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