ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 76.975 77.660 0.685 0.9% 77.125
High 77.840 78.315 0.475 0.6% 78.420
Low 76.925 77.620 0.695 0.9% 76.675
Close 77.753 78.062 0.309 0.4% 77.131
Range 0.915 0.695 -0.220 -24.0% 1.745
ATR 0.925 0.908 -0.016 -1.8% 0.000
Volume 19,166 25,208 6,042 31.5% 116,773
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.084 79.768 78.444
R3 79.389 79.073 78.253
R2 78.694 78.694 78.189
R1 78.378 78.378 78.126 78.536
PP 77.999 77.999 77.999 78.078
S1 77.683 77.683 77.998 77.841
S2 77.304 77.304 77.935
S3 76.609 76.988 77.871
S4 75.914 76.293 77.680
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% 1.004 1.3% 79% False False 24,281
10 78.420 76.675 1.745 2.2% 0.872 1.1% 79% False False 26,668
20 78.420 74.860 3.560 4.6% 0.894 1.1% 90% False False 30,156
40 80.430 74.860 5.570 7.1% 0.900 1.2% 57% False False 30,997
60 80.430 73.900 6.530 8.4% 0.828 1.1% 64% False False 24,886
80 80.430 73.900 6.530 8.4% 0.794 1.0% 64% False False 18,693
100 80.430 73.900 6.530 8.4% 0.705 0.9% 64% False False 14,966
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.104
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.269
2.618 80.135
1.618 79.440
1.000 79.010
0.618 78.745
HIGH 78.315
0.618 78.050
0.500 77.968
0.382 77.885
LOW 77.620
0.618 77.190
1.000 76.925
1.618 76.495
2.618 75.800
4.250 74.666
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 78.031 77.914
PP 77.999 77.766
S1 77.968 77.618

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

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