ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 76.890 77.125 0.235 0.3% 75.215
High 77.505 77.595 0.090 0.1% 77.840
Low 76.775 76.995 0.220 0.3% 75.110
Close 77.162 77.115 -0.047 -0.1% 77.162
Range 0.730 0.600 -0.130 -17.8% 2.730
ATR 0.915 0.893 -0.023 -2.5% 0.000
Volume 33,583 20,689 -12,894 -38.4% 176,817
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.035 78.675 77.445
R3 78.435 78.075 77.280
R2 77.835 77.835 77.225
R1 77.475 77.475 77.170 77.355
PP 77.235 77.235 77.235 77.175
S1 76.875 76.875 77.060 76.755
S2 76.635 76.635 77.005
S3 76.035 76.275 76.950
S4 75.435 75.675 76.785
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 76.595 1.245 1.6% 0.860 1.1% 42% False False 32,759
10 77.840 74.860 2.980 3.9% 0.910 1.2% 76% False False 33,077
20 78.280 74.860 3.420 4.4% 0.845 1.1% 66% False False 31,124
40 80.430 74.860 5.570 7.2% 0.870 1.1% 40% False False 32,598
60 80.430 73.900 6.530 8.5% 0.790 1.0% 49% False False 22,553
80 80.430 73.900 6.530 8.5% 0.751 1.0% 49% False False 16,941
100 80.430 73.900 6.530 8.5% 0.661 0.9% 49% False False 13,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.122
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.145
2.618 79.166
1.618 78.566
1.000 78.195
0.618 77.966
HIGH 77.595
0.618 77.366
0.500 77.295
0.382 77.224
LOW 76.995
0.618 76.624
1.000 76.395
1.618 76.024
2.618 75.424
4.250 74.445
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 77.295 77.215
PP 77.235 77.182
S1 77.175 77.148

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

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