ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 79.075 77.980 -1.095 -1.4% 79.440
High 79.180 78.280 -0.900 -1.1% 80.430
Low 77.670 77.775 0.105 0.1% 78.450
Close 77.811 77.908 0.097 0.1% 79.149
Range 1.510 0.505 -1.005 -66.6% 1.980
ATR 0.925 0.895 -0.030 -3.2% 0.000
Volume 25,659 21,268 -4,391 -17.1% 171,449
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.503 79.210 78.186
R3 78.998 78.705 78.047
R2 78.493 78.493 78.001
R1 78.200 78.200 77.954 78.094
PP 77.988 77.988 77.988 77.935
S1 77.695 77.695 77.862 77.589
S2 77.483 77.483 77.815
S3 76.978 77.190 77.769
S4 76.473 76.685 77.630
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.283 84.196 80.238
R3 83.303 82.216 79.694
R2 81.323 81.323 79.512
R1 80.236 80.236 79.331 79.790
PP 79.343 79.343 79.343 79.120
S1 78.256 78.256 78.968 77.810
S2 77.363 77.363 78.786
S3 75.383 76.276 78.605
S4 73.403 74.296 78.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.980 77.670 2.310 3.0% 0.890 1.1% 10% False False 29,680
10 80.430 77.670 2.760 3.5% 0.891 1.1% 9% False False 30,741
20 80.430 76.585 3.845 4.9% 0.879 1.1% 34% False False 33,610
40 80.430 73.900 6.530 8.4% 0.756 1.0% 61% False False 18,798
60 80.430 73.900 6.530 8.4% 0.721 0.9% 61% False False 12,566
80 80.430 73.900 6.530 8.4% 0.619 0.8% 61% False False 9,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.214
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.426
2.618 79.602
1.618 79.097
1.000 78.785
0.618 78.592
HIGH 78.280
0.618 78.087
0.500 78.028
0.382 77.968
LOW 77.775
0.618 77.463
1.000 77.270
1.618 76.958
2.618 76.453
4.250 75.629
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 78.028 78.460
PP 77.988 78.276
S1 77.948 78.092

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

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