ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 76.600 76.335 -0.265 -0.3% 76.910
High 76.775 76.655 -0.120 -0.2% 77.855
Low 76.195 76.135 -0.060 -0.1% 76.465
Close 76.262 76.321 0.059 0.1% 76.628
Range 0.580 0.520 -0.060 -10.3% 1.390
ATR 0.850 0.826 -0.024 -2.8% 0.000
Volume 31,896 35,701 3,805 11.9% 159,833
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 77.930 77.646 76.607
R3 77.410 77.126 76.464
R2 76.890 76.890 76.416
R1 76.606 76.606 76.369 76.488
PP 76.370 76.370 76.370 76.312
S1 76.086 76.086 76.273 75.968
S2 75.850 75.850 76.226
S3 75.330 75.566 76.178
S4 74.810 75.046 76.035
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 77.790 76.135 1.655 2.2% 0.727 1.0% 11% False True 33,519
10 78.240 76.135 2.105 2.8% 0.782 1.0% 9% False True 30,614
20 80.430 76.135 4.295 5.6% 0.836 1.1% 4% False True 30,678
40 80.430 74.060 6.370 8.3% 0.825 1.1% 35% False False 26,434
60 80.430 73.900 6.530 8.6% 0.764 1.0% 37% False False 17,657
80 80.430 73.900 6.530 8.6% 0.686 0.9% 37% False False 13,262
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.233
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 78.865
2.618 78.016
1.618 77.496
1.000 77.175
0.618 76.976
HIGH 76.655
0.618 76.456
0.500 76.395
0.382 76.334
LOW 76.135
0.618 75.814
1.000 75.615
1.618 75.294
2.618 74.774
4.250 73.925
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 76.395 76.820
PP 76.370 76.654
S1 76.346 76.487

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

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