ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 76.480 76.455 -0.025 0.0% 76.910
High 76.870 76.460 -0.410 -0.5% 77.855
Low 76.065 74.860 -1.205 -1.6% 76.465
Close 76.473 75.011 -1.462 -1.9% 76.628
Range 0.805 1.600 0.795 98.8% 1.390
ATR 0.825 0.881 0.056 6.8% 0.000
Volume 32,037 45,375 13,338 41.6% 159,833
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 80.244 79.227 75.891
R3 78.644 77.627 75.451
R2 77.044 77.044 75.304
R1 76.027 76.027 75.158 75.736
PP 75.444 75.444 75.444 75.298
S1 74.427 74.427 74.864 74.136
S2 73.844 73.844 74.718
S3 72.244 72.827 74.571
S4 70.644 71.227 74.131
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 77.505 74.860 2.645 3.5% 0.909 1.2% 6% False True 35,713
10 77.855 74.860 2.995 4.0% 0.846 1.1% 5% False True 32,615
20 80.430 74.860 5.570 7.4% 0.879 1.2% 3% False True 31,595
40 80.430 74.550 5.880 7.8% 0.865 1.2% 8% False False 28,360
60 80.430 73.900 6.530 8.7% 0.784 1.0% 17% False False 18,945
80 80.430 73.900 6.530 8.7% 0.713 1.0% 17% False False 14,230
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 0.227
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 83.260
2.618 80.649
1.618 79.049
1.000 78.060
0.618 77.449
HIGH 76.460
0.618 75.849
0.500 75.660
0.382 75.471
LOW 74.860
0.618 73.871
1.000 73.260
1.618 72.271
2.618 70.671
4.250 68.060
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 75.660 75.865
PP 75.444 75.580
S1 75.227 75.296

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

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