ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 19-Oct-2011
Day Change Summary
Previous Current
18-Oct-2011 19-Oct-2011 Change Change % Previous Week
Open 77.460 77.450 -0.010 0.0% 79.075
High 77.855 77.490 -0.365 -0.5% 79.180
Low 77.045 76.815 -0.230 -0.3% 76.795
Close 77.412 77.416 0.004 0.0% 76.907
Range 0.810 0.675 -0.135 -16.7% 2.385
ATR 0.875 0.861 -0.014 -1.6% 0.000
Volume 35,305 30,304 -5,001 -14.2% 125,646
Daily Pivots for day following 19-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.265 79.016 77.787
R3 78.590 78.341 77.602
R2 77.915 77.915 77.540
R1 77.666 77.666 77.478 77.453
PP 77.240 77.240 77.240 77.134
S1 76.991 76.991 77.354 76.778
S2 76.565 76.565 77.292
S3 75.890 76.316 77.230
S4 75.215 75.641 77.045
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 77.855 76.700 1.155 1.5% 0.747 1.0% 62% False False 26,762
10 79.980 76.700 3.280 4.2% 0.872 1.1% 22% False False 28,575
20 80.430 76.700 3.730 4.8% 0.879 1.1% 19% False False 31,109
40 80.430 73.900 6.530 8.4% 0.803 1.0% 54% False False 23,008
60 80.430 73.900 6.530 8.4% 0.762 1.0% 54% False False 15,376
80 80.430 73.900 6.530 8.4% 0.663 0.9% 54% False False 11,546
Crabel Price Patterns
NR True
NR4 True
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 0.227
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.359
2.618 79.257
1.618 78.582
1.000 78.165
0.618 77.907
HIGH 77.490
0.618 77.232
0.500 77.153
0.382 77.073
LOW 76.815
0.618 76.398
1.000 76.140
1.618 75.723
2.618 75.048
4.250 73.946
Fisher Pivots for day following 19-Oct-2011
Pivot 1 day 3 day
R1 77.328 77.370
PP 77.240 77.324
S1 77.153 77.278

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

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