ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 76.765 78.215 1.450 1.9% 75.215
High 78.250 78.420 0.170 0.2% 77.840
Low 76.675 77.625 0.950 1.2% 75.110
Close 78.167 77.973 -0.194 -0.2% 77.162
Range 1.575 0.795 -0.780 -49.5% 2.730
ATR 0.925 0.916 -0.009 -1.0% 0.000
Volume 33,772 26,240 -7,532 -22.3% 176,817
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.391 79.977 78.410
R3 79.596 79.182 78.192
R2 78.801 78.801 78.119
R1 78.387 78.387 78.046 78.197
PP 78.006 78.006 78.006 77.911
S1 77.592 77.592 77.900 77.402
S2 77.211 77.211 77.827
S3 76.416 76.797 77.754
S4 75.621 76.002 77.536
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 78.420 76.675 1.745 2.2% 0.868 1.1% 74% True False 26,667
10 78.420 75.045 3.375 4.3% 0.918 1.2% 87% True False 29,672
20 78.420 74.860 3.560 4.6% 0.882 1.1% 87% True False 31,144
40 80.430 74.860 5.570 7.1% 0.878 1.1% 56% False False 31,778
60 80.430 73.900 6.530 8.4% 0.814 1.0% 62% False False 23,867
80 80.430 73.900 6.530 8.4% 0.774 1.0% 62% False False 17,927
100 80.430 73.900 6.530 8.4% 0.687 0.9% 62% False False 14,352
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 0.105
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.799
2.618 80.501
1.618 79.706
1.000 79.215
0.618 78.911
HIGH 78.420
0.618 78.116
0.500 78.023
0.382 77.929
LOW 77.625
0.618 77.134
1.000 76.830
1.618 76.339
2.618 75.544
4.250 74.246
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 78.023 77.831
PP 78.006 77.689
S1 77.990 77.548

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

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