ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 12-Oct-2011
Day Change Summary
Previous Current
11-Oct-2011 12-Oct-2011 Change Change % Previous Week
Open 77.980 78.000 0.020 0.0% 79.440
High 78.280 78.240 -0.040 -0.1% 80.430
Low 77.775 77.115 -0.660 -0.8% 78.450
Close 77.908 77.274 -0.634 -0.8% 79.149
Range 0.505 1.125 0.620 122.8% 1.980
ATR 0.895 0.911 0.016 1.8% 0.000
Volume 21,268 35,041 13,773 64.8% 171,449
Daily Pivots for day following 12-Oct-2011
Classic Woodie Camarilla DeMark
R4 80.918 80.221 77.893
R3 79.793 79.096 77.583
R2 78.668 78.668 77.480
R1 77.971 77.971 77.377 77.757
PP 77.543 77.543 77.543 77.436
S1 76.846 76.846 77.171 76.632
S2 76.418 76.418 77.068
S3 75.293 75.721 76.965
S4 74.168 74.596 76.655
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 77.115 2.865 3.7% 0.997 1.3% 6% False True 30,388
10 80.430 77.115 3.315 4.3% 0.921 1.2% 5% False True 30,950
20 80.430 76.585 3.845 5.0% 0.893 1.2% 18% False False 33,497
40 80.430 73.900 6.530 8.5% 0.779 1.0% 52% False False 19,671
60 80.430 73.900 6.530 8.5% 0.735 1.0% 52% False False 13,149
80 80.430 73.900 6.530 8.5% 0.633 0.8% 52% False False 9,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.204
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.021
2.618 81.185
1.618 80.060
1.000 79.365
0.618 78.935
HIGH 78.240
0.618 77.810
0.500 77.678
0.382 77.545
LOW 77.115
0.618 76.420
1.000 75.990
1.618 75.295
2.618 74.170
4.250 72.334
Fisher Pivots for day following 12-Oct-2011
Pivot 1 day 3 day
R1 77.678 78.148
PP 77.543 77.856
S1 77.409 77.565

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

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