ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 77.505 76.890 -0.615 -0.8% 75.215
High 77.680 77.505 -0.175 -0.2% 77.840
Low 76.750 76.775 0.025 0.0% 75.110
Close 76.890 77.162 0.272 0.4% 77.162
Range 0.930 0.730 -0.200 -21.5% 2.730
ATR 0.930 0.915 -0.014 -1.5% 0.000
Volume 42,767 33,583 -9,184 -21.5% 176,817
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.337 78.980 77.564
R3 78.607 78.250 77.363
R2 77.877 77.877 77.296
R1 77.520 77.520 77.229 77.699
PP 77.147 77.147 77.147 77.237
S1 76.790 76.790 77.095 76.969
S2 76.417 76.417 77.028
S3 75.687 76.060 76.961
S4 74.957 75.330 76.761
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 84.894 83.758 78.664
R3 82.164 81.028 77.913
R2 79.434 79.434 77.663
R1 78.298 78.298 77.412 78.866
PP 76.704 76.704 76.704 76.988
S1 75.568 75.568 76.912 76.136
S2 73.974 73.974 76.662
S3 71.244 72.838 76.411
S4 68.514 70.108 75.661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.840 75.110 2.730 3.5% 1.062 1.4% 75% False False 35,363
10 77.840 74.860 2.980 3.9% 0.908 1.2% 77% False False 34,198
20 79.180 74.860 4.320 5.6% 0.891 1.2% 53% False False 31,373
40 80.430 74.860 5.570 7.2% 0.872 1.1% 41% False False 32,626
60 80.430 73.900 6.530 8.5% 0.786 1.0% 50% False False 22,212
80 80.430 73.900 6.530 8.5% 0.747 1.0% 50% False False 16,683
100 80.430 73.900 6.530 8.5% 0.657 0.9% 50% False False 13,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.126
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.608
2.618 79.416
1.618 78.686
1.000 78.235
0.618 77.956
HIGH 77.505
0.618 77.226
0.500 77.140
0.382 77.054
LOW 76.775
0.618 76.324
1.000 76.045
1.618 75.594
2.618 74.864
4.250 73.673
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 77.155 77.215
PP 77.147 77.197
S1 77.140 77.180

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

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