ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 77.885 76.975 -0.910 -1.2% 77.125
High 77.960 77.840 -0.120 -0.2% 78.420
Low 76.920 76.925 0.005 0.0% 76.675
Close 77.131 77.753 0.622 0.8% 77.131
Range 1.040 0.915 -0.125 -12.0% 1.745
ATR 0.925 0.925 -0.001 -0.1% 0.000
Volume 17,019 19,166 2,147 12.6% 116,773
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.251 79.917 78.256
R3 79.336 79.002 78.005
R2 78.421 78.421 77.921
R1 78.087 78.087 77.837 78.254
PP 77.506 77.506 77.506 77.590
S1 77.172 77.172 77.669 77.339
S2 76.591 76.591 77.585
S3 75.676 76.257 77.501
S4 74.761 75.342 77.250
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 2.2% 0.993 1.3% 62% False False 23,050
10 78.420 76.595 1.825 2.3% 0.927 1.2% 63% False False 27,904
20 78.420 74.860 3.560 4.6% 0.899 1.2% 81% False False 30,661
40 80.430 74.860 5.570 7.2% 0.898 1.2% 52% False False 30,983
60 80.430 73.900 6.530 8.4% 0.822 1.1% 59% False False 24,467
80 80.430 73.900 6.530 8.4% 0.786 1.0% 59% False False 18,378
100 80.430 73.900 6.530 8.4% 0.705 0.9% 59% False False 14,714
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 0.104
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.729
2.618 80.235
1.618 79.320
1.000 78.755
0.618 78.405
HIGH 77.840
0.618 77.490
0.500 77.383
0.382 77.275
LOW 76.925
0.618 76.360
1.000 76.010
1.618 75.445
2.618 74.530
4.250 73.036
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 77.630 77.725
PP 77.506 77.698
S1 77.383 77.670

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

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