ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 77.450 77.365 -0.085 -0.1% 79.075
High 77.490 77.790 0.300 0.4% 79.180
Low 76.815 76.970 0.155 0.2% 76.795
Close 77.416 77.210 -0.206 -0.3% 76.907
Range 0.675 0.820 0.145 21.5% 2.385
ATR 0.861 0.858 -0.003 -0.3% 0.000
Volume 30,304 36,141 5,837 19.3% 125,646
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.783 79.317 77.661
R3 78.963 78.497 77.436
R2 78.143 78.143 77.360
R1 77.677 77.677 77.285 77.500
PP 77.323 77.323 77.323 77.235
S1 76.857 76.857 77.135 76.680
S2 76.503 76.503 77.060
S3 75.683 76.037 76.985
S4 74.863 75.217 76.759
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% 0.782 1.0% 44% False False 29,518
10 79.250 76.700 2.550 3.3% 0.850 1.1% 20% False False 28,739
20 80.430 76.700 3.730 4.8% 0.867 1.1% 14% False False 30,427
40 80.430 73.900 6.530 8.5% 0.813 1.1% 51% False False 23,911
60 80.430 73.900 6.530 8.5% 0.762 1.0% 51% False False 15,975
80 80.430 73.900 6.530 8.5% 0.670 0.9% 51% False False 11,998
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.215
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.275
2.618 79.937
1.618 79.117
1.000 78.610
0.618 78.297
HIGH 77.790
0.618 77.477
0.500 77.380
0.382 77.283
LOW 76.970
0.618 76.463
1.000 76.150
1.618 75.643
2.618 74.823
4.250 73.485
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 77.380 77.335
PP 77.323 77.293
S1 77.267 77.252

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

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