ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 11-Nov-2011
Day Change Summary
Previous Current
10-Nov-2011 11-Nov-2011 Change Change % Previous Week
Open 78.215 77.885 -0.330 -0.4% 77.125
High 78.420 77.960 -0.460 -0.6% 78.420
Low 77.625 76.920 -0.705 -0.9% 76.675
Close 77.973 77.131 -0.842 -1.1% 77.131
Range 0.795 1.040 0.245 30.8% 1.745
ATR 0.916 0.925 0.010 1.1% 0.000
Volume 26,240 17,019 -9,221 -35.1% 116,773
Daily Pivots for day following 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.457 79.834 77.703
R3 79.417 78.794 77.417
R2 78.377 78.377 77.322
R1 77.754 77.754 77.226 77.546
PP 77.337 77.337 77.337 77.233
S1 76.714 76.714 77.036 76.506
S2 76.297 76.297 76.940
S3 75.257 75.674 76.845
S4 74.217 74.634 76.559
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.644 81.632 78.091
R3 80.899 79.887 77.611
R2 79.154 79.154 77.451
R1 78.142 78.142 77.291 78.648
PP 77.409 77.409 77.409 77.662
S1 76.397 76.397 76.971 76.903
S2 75.664 75.664 76.811
S3 73.919 74.652 76.651
S4 72.174 72.907 76.171
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 2.3% 0.930 1.2% 26% False False 23,354
10 78.420 75.110 3.310 4.3% 0.996 1.3% 61% False False 29,359
20 78.420 74.860 3.560 4.6% 0.895 1.2% 64% False False 30,929
40 80.430 74.860 5.570 7.2% 0.892 1.2% 41% False False 31,378
60 80.430 73.900 6.530 8.5% 0.819 1.1% 49% False False 24,149
80 80.430 73.900 6.530 8.5% 0.778 1.0% 49% False False 18,139
100 80.430 73.900 6.530 8.5% 0.697 0.9% 49% False False 14,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.109
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.380
2.618 80.683
1.618 79.643
1.000 79.000
0.618 78.603
HIGH 77.960
0.618 77.563
0.500 77.440
0.382 77.317
LOW 76.920
0.618 76.277
1.000 75.880
1.618 75.237
2.618 74.197
4.250 72.500
Fisher Pivots for day following 11-Nov-2011
Pivot 1 day 3 day
R1 77.440 77.548
PP 77.337 77.409
S1 77.234 77.270

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

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