ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 76.910 77.460 0.550 0.7% 79.075
High 77.535 77.855 0.320 0.4% 79.180
Low 76.700 77.045 0.345 0.4% 76.795
Close 77.428 77.412 -0.016 0.0% 76.907
Range 0.835 0.810 -0.025 -3.0% 2.385
ATR 0.880 0.875 -0.005 -0.6% 0.000
Volume 24,527 35,305 10,778 43.9% 125,646
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.867 79.450 77.858
R3 79.057 78.640 77.635
R2 78.247 78.247 77.561
R1 77.830 77.830 77.486 77.634
PP 77.437 77.437 77.437 77.339
S1 77.020 77.020 77.338 76.824
S2 76.627 76.627 77.264
S3 75.817 76.210 77.189
S4 75.007 75.400 76.967
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 78.240 76.700 1.540 2.0% 0.837 1.1% 46% False False 27,710
10 79.980 76.700 3.280 4.2% 0.864 1.1% 22% False False 28,695
20 80.430 76.700 3.730 4.8% 0.906 1.2% 19% False False 31,837
40 80.430 73.900 6.530 8.4% 0.796 1.0% 54% False False 22,251
60 80.430 73.900 6.530 8.4% 0.760 1.0% 54% False False 14,871
80 80.430 73.900 6.530 8.4% 0.657 0.8% 54% False False 11,168
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.246
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.298
2.618 79.976
1.618 79.166
1.000 78.665
0.618 78.356
HIGH 77.855
0.618 77.546
0.500 77.450
0.382 77.354
LOW 77.045
0.618 76.544
1.000 76.235
1.618 75.734
2.618 74.924
4.250 73.603
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 77.450 77.367
PP 77.437 77.322
S1 77.425 77.278

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

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