ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 76.455 75.080 -1.375 -1.8% 76.600
High 76.460 75.305 -1.155 -1.5% 76.870
Low 74.860 75.045 0.185 0.2% 74.860
Close 75.011 75.216 0.205 0.3% 75.216
Range 1.600 0.260 -1.340 -83.8% 2.010
ATR 0.881 0.839 -0.042 -4.8% 0.000
Volume 45,375 20,156 -25,219 -55.6% 165,165
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 75.969 75.852 75.359
R3 75.709 75.592 75.288
R2 75.449 75.449 75.264
R1 75.332 75.332 75.240 75.391
PP 75.189 75.189 75.189 75.218
S1 75.072 75.072 75.192 75.131
S2 74.929 74.929 75.168
S3 74.669 74.812 75.145
S4 74.409 74.552 75.073
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.679 80.457 76.322
R3 79.669 78.447 75.769
R2 77.659 77.659 75.585
R1 76.437 76.437 75.400 76.043
PP 75.649 75.649 75.649 75.452
S1 74.427 74.427 75.032 74.033
S2 73.639 73.639 74.848
S3 71.629 72.417 74.663
S4 69.619 70.407 74.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.870 74.860 2.010 2.7% 0.753 1.0% 18% False False 33,033
10 77.855 74.860 2.995 4.0% 0.795 1.1% 12% False False 32,499
20 80.430 74.860 5.570 7.4% 0.845 1.1% 6% False False 31,104
40 80.430 74.600 5.830 7.8% 0.857 1.1% 11% False False 28,845
60 80.430 73.900 6.530 8.7% 0.766 1.0% 20% False False 19,280
80 80.430 73.900 6.530 8.7% 0.714 0.9% 20% False False 14,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.216
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 76.410
2.618 75.986
1.618 75.726
1.000 75.565
0.618 75.466
HIGH 75.305
0.618 75.206
0.500 75.175
0.382 75.144
LOW 75.045
0.618 74.884
1.000 74.785
1.618 74.624
2.618 74.364
4.250 73.940
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 75.202 75.865
PP 75.189 75.649
S1 75.175 75.432

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

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