ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 75.215 76.630 1.415 1.9% 76.600
High 76.720 77.840 1.120 1.5% 76.870
Low 75.110 76.595 1.485 2.0% 74.860
Close 76.306 77.455 1.149 1.5% 75.216
Range 1.610 1.245 -0.365 -22.7% 2.010
ATR 0.894 0.940 0.046 5.1% 0.000
Volume 33,707 37,570 3,863 11.5% 165,165
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.032 80.488 78.140
R3 79.787 79.243 77.797
R2 78.542 78.542 77.683
R1 77.998 77.998 77.569 78.270
PP 77.297 77.297 77.297 77.433
S1 76.753 76.753 77.341 77.025
S2 76.052 76.052 77.227
S3 74.807 75.508 77.113
S4 73.562 74.263 76.770
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 77.840 74.860 2.980 3.8% 1.104 1.4% 87% True False 33,769
10 77.840 74.860 2.980 3.8% 0.916 1.2% 87% True False 33,644
20 79.980 74.860 5.120 6.6% 0.890 1.1% 51% False False 31,169
40 80.430 74.860 5.570 7.2% 0.877 1.1% 47% False False 30,519
60 80.430 73.900 6.530 8.4% 0.787 1.0% 54% False False 20,464
80 80.430 73.900 6.530 8.4% 0.737 1.0% 54% False False 15,372
100 80.430 73.900 6.530 8.4% 0.640 0.8% 54% False False 12,299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.170
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.131
2.618 81.099
1.618 79.854
1.000 79.085
0.618 78.609
HIGH 77.840
0.618 77.364
0.500 77.218
0.382 77.071
LOW 76.595
0.618 75.826
1.000 75.350
1.618 74.581
2.618 73.336
4.250 71.304
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 77.376 77.118
PP 77.297 76.780
S1 77.218 76.443

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

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