ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 78.000 77.310 -0.690 -0.9% 79.440
High 78.240 77.740 -0.500 -0.6% 80.430
Low 77.115 77.095 -0.020 0.0% 78.450
Close 77.274 77.284 0.010 0.0% 79.149
Range 1.125 0.645 -0.480 -42.7% 1.980
ATR 0.911 0.892 -0.019 -2.1% 0.000
Volume 35,041 22,362 -12,679 -36.2% 171,449
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.308 78.941 77.639
R3 78.663 78.296 77.461
R2 78.018 78.018 77.402
R1 77.651 77.651 77.343 77.512
PP 77.373 77.373 77.373 77.304
S1 77.006 77.006 77.225 76.867
S2 76.728 76.728 77.166
S3 76.083 76.361 77.107
S4 75.438 75.716 76.929
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 79.250 77.095 2.155 2.8% 0.917 1.2% 9% False True 27,959
10 80.430 77.095 3.335 4.3% 0.913 1.2% 6% False True 30,575
20 80.430 76.815 3.615 4.7% 0.875 1.1% 13% False False 32,413
40 80.430 73.900 6.530 8.4% 0.780 1.0% 52% False False 20,228
60 80.430 73.900 6.530 8.4% 0.738 1.0% 52% False False 13,521
80 80.430 73.900 6.530 8.4% 0.638 0.8% 52% False False 10,154
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 0.224
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.481
2.618 79.429
1.618 78.784
1.000 78.385
0.618 78.139
HIGH 77.740
0.618 77.494
0.500 77.418
0.382 77.341
LOW 77.095
0.618 76.696
1.000 76.450
1.618 76.051
2.618 75.406
4.250 74.354
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 77.418 77.688
PP 77.373 77.553
S1 77.329 77.419

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

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