ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 76.630 77.620 0.990 1.3% 76.600
High 77.840 77.645 -0.195 -0.3% 76.870
Low 76.595 76.850 0.255 0.3% 74.860
Close 77.455 77.181 -0.274 -0.4% 75.216
Range 1.245 0.795 -0.450 -36.1% 2.010
ATR 0.940 0.930 -0.010 -1.1% 0.000
Volume 37,570 29,190 -8,380 -22.3% 165,165
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.610 79.191 77.618
R3 78.815 78.396 77.400
R2 78.020 78.020 77.327
R1 77.601 77.601 77.254 77.413
PP 77.225 77.225 77.225 77.132
S1 76.806 76.806 77.108 76.618
S2 76.430 76.430 77.035
S3 75.635 76.011 76.962
S4 74.840 75.216 76.744
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 3.9% 1.102 1.4% 78% False False 33,199
10 77.840 74.860 2.980 3.9% 0.928 1.2% 78% False False 33,532
20 79.980 74.860 5.120 6.6% 0.900 1.2% 45% False False 31,054
40 80.430 74.860 5.570 7.2% 0.882 1.1% 42% False False 31,198
60 80.430 73.900 6.530 8.5% 0.789 1.0% 50% False False 20,946
80 80.430 73.900 6.530 8.5% 0.738 1.0% 50% False False 15,735
100 80.430 73.900 6.530 8.5% 0.645 0.8% 50% False False 12,591
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.168
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.024
2.618 79.726
1.618 78.931
1.000 78.440
0.618 78.136
HIGH 77.645
0.618 77.341
0.500 77.248
0.382 77.154
LOW 76.850
0.618 76.359
1.000 76.055
1.618 75.564
2.618 74.769
4.250 73.471
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 77.248 76.946
PP 77.225 76.710
S1 77.203 76.475

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

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