ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 77.365 77.190 -0.175 -0.2% 76.910
High 77.790 77.505 -0.285 -0.4% 77.855
Low 76.970 76.465 -0.505 -0.7% 76.465
Close 77.210 76.628 -0.582 -0.8% 76.628
Range 0.820 1.040 0.220 26.8% 1.390
ATR 0.858 0.871 0.013 1.5% 0.000
Volume 36,141 33,556 -2,585 -7.2% 159,833
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.986 79.347 77.200
R3 78.946 78.307 76.914
R2 77.906 77.906 76.819
R1 77.267 77.267 76.723 77.067
PP 76.866 76.866 76.866 76.766
S1 76.227 76.227 76.533 76.027
S2 75.826 75.826 76.437
S3 74.786 75.187 76.342
S4 73.746 74.147 76.056
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.153 80.280 77.393
R3 79.763 78.890 77.010
R2 78.373 78.373 76.883
R1 77.500 77.500 76.755 77.242
PP 76.983 76.983 76.983 76.853
S1 76.110 76.110 76.501 75.852
S2 75.593 75.593 76.373
S3 74.203 74.720 76.246
S4 72.813 73.330 75.864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.855 76.465 1.390 1.8% 0.836 1.1% 12% False True 31,966
10 79.180 76.465 2.715 3.5% 0.874 1.1% 6% False True 28,547
20 80.430 76.465 3.965 5.2% 0.882 1.2% 4% False True 30,289
40 80.430 73.900 6.530 8.5% 0.826 1.1% 42% False False 24,749
60 80.430 73.900 6.530 8.5% 0.771 1.0% 42% False False 16,532
80 80.430 73.900 6.530 8.5% 0.679 0.9% 42% False False 12,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.226
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.925
2.618 80.228
1.618 79.188
1.000 78.545
0.618 78.148
HIGH 77.505
0.618 77.108
0.500 76.985
0.382 76.862
LOW 76.465
0.618 75.822
1.000 75.425
1.618 74.782
2.618 73.742
4.250 72.045
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 76.985 77.128
PP 76.866 76.961
S1 76.747 76.795

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

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