ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 77.310 77.425 0.115 0.1% 79.075
High 77.740 77.565 -0.175 -0.2% 79.180
Low 77.095 76.795 -0.300 -0.4% 76.795
Close 77.284 76.907 -0.377 -0.5% 76.907
Range 0.645 0.770 0.125 19.4% 2.385
ATR 0.892 0.883 -0.009 -1.0% 0.000
Volume 22,362 21,316 -1,046 -4.7% 125,646
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.399 78.923 77.331
R3 78.629 78.153 77.119
R2 77.859 77.859 77.048
R1 77.383 77.383 76.978 77.236
PP 77.089 77.089 77.089 77.016
S1 76.613 76.613 76.836 76.466
S2 76.319 76.319 76.766
S3 75.549 75.843 76.695
S4 74.779 75.073 76.484
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 84.782 83.230 78.219
R3 82.397 80.845 77.563
R2 80.012 80.012 77.344
R1 78.460 78.460 77.126 78.044
PP 77.627 77.627 77.627 77.419
S1 76.075 76.075 76.688 75.659
S2 75.242 75.242 76.470
S3 72.857 73.690 76.251
S4 70.472 71.305 75.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.180 76.795 2.385 3.1% 0.911 1.2% 5% False True 25,129
10 80.430 76.795 3.635 4.7% 0.896 1.2% 3% False True 29,709
20 80.430 76.795 3.635 4.7% 0.889 1.2% 3% False True 31,827
40 80.430 73.900 6.530 8.5% 0.781 1.0% 46% False False 20,760
60 80.430 73.900 6.530 8.5% 0.738 1.0% 46% False False 13,876
80 80.430 73.900 6.530 8.5% 0.648 0.8% 46% False False 10,420
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 0.230
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.838
2.618 79.581
1.618 78.811
1.000 78.335
0.618 78.041
HIGH 77.565
0.618 77.271
0.500 77.180
0.382 77.089
LOW 76.795
0.618 76.319
1.000 76.025
1.618 75.549
2.618 74.779
4.250 73.523
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 77.180 77.518
PP 77.089 77.314
S1 76.998 77.111

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

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