ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 75.080 75.215 0.135 0.2% 76.600
High 75.305 76.720 1.415 1.9% 76.870
Low 75.045 75.110 0.065 0.1% 74.860
Close 75.216 76.306 1.090 1.4% 75.216
Range 0.260 1.610 1.350 519.2% 2.010
ATR 0.839 0.894 0.055 6.6% 0.000
Volume 20,156 33,707 13,551 67.2% 165,165
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 80.875 80.201 77.192
R3 79.265 78.591 76.749
R2 77.655 77.655 76.601
R1 76.981 76.981 76.454 77.318
PP 76.045 76.045 76.045 76.214
S1 75.371 75.371 76.158 75.708
S2 74.435 74.435 76.011
S3 72.825 73.761 75.863
S4 71.215 72.151 75.421
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 2.6% 0.959 1.3% 72% False False 33,395
10 77.855 74.860 2.995 3.9% 0.872 1.1% 48% False False 33,417
20 80.430 74.860 5.570 7.3% 0.880 1.2% 26% False False 31,132
40 80.430 74.860 5.570 7.3% 0.883 1.2% 26% False False 29,662
60 80.430 73.900 6.530 8.6% 0.779 1.0% 37% False False 19,839
80 80.430 73.900 6.530 8.6% 0.730 1.0% 37% False False 14,903
100 80.430 73.900 6.530 8.6% 0.628 0.8% 37% False False 11,924
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 0.206
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 83.563
2.618 80.935
1.618 79.325
1.000 78.330
0.618 77.715
HIGH 76.720
0.618 76.105
0.500 75.915
0.382 75.725
LOW 75.110
0.618 74.115
1.000 73.500
1.618 72.505
2.618 70.895
4.250 68.268
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 76.176 76.134
PP 76.045 75.962
S1 75.915 75.790

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

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