ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 77.425 76.910 -0.515 -0.7% 79.075
High 77.565 77.535 -0.030 0.0% 79.180
Low 76.795 76.700 -0.095 -0.1% 76.795
Close 76.907 77.428 0.521 0.7% 76.907
Range 0.770 0.835 0.065 8.4% 2.385
ATR 0.883 0.880 -0.003 -0.4% 0.000
Volume 21,316 24,527 3,211 15.1% 125,646
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.726 79.412 77.887
R3 78.891 78.577 77.658
R2 78.056 78.056 77.581
R1 77.742 77.742 77.505 77.899
PP 77.221 77.221 77.221 77.300
S1 76.907 76.907 77.351 77.064
S2 76.386 76.386 77.275
S3 75.551 76.072 77.198
S4 74.716 75.237 76.969
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 78.280 76.700 1.580 2.0% 0.776 1.0% 46% False True 24,902
10 80.430 76.700 3.730 4.8% 0.888 1.1% 20% False True 28,847
20 80.430 76.700 3.730 4.8% 0.898 1.2% 20% False True 31,306
40 80.430 73.900 6.530 8.4% 0.783 1.0% 54% False False 21,370
60 80.430 73.900 6.530 8.4% 0.748 1.0% 54% False False 14,283
80 80.430 73.900 6.530 8.4% 0.656 0.8% 54% False False 10,727
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.237
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.084
2.618 79.721
1.618 78.886
1.000 78.370
0.618 78.051
HIGH 77.535
0.618 77.216
0.500 77.118
0.382 77.019
LOW 76.700
0.618 76.184
1.000 75.865
1.618 75.349
2.618 74.514
4.250 73.151
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 77.325 77.359
PP 77.221 77.289
S1 77.118 77.220

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

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