ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 78.230 78.460 0.230 0.3% 76.975
High 78.710 78.610 -0.100 -0.1% 78.690
Low 78.145 78.160 0.015 0.0% 76.925
Close 78.463 78.435 -0.028 0.0% 78.255
Range 0.565 0.450 -0.115 -20.4% 1.765
ATR 0.836 0.809 -0.028 -3.3% 0.000
Volume 21,501 22,876 1,375 6.4% 119,554
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.752 79.543 78.683
R3 79.302 79.093 78.559
R2 78.852 78.852 78.518
R1 78.643 78.643 78.476 78.523
PP 78.402 78.402 78.402 78.341
S1 78.193 78.193 78.394 78.073
S2 77.952 77.952 78.353
S3 77.502 77.743 78.311
S4 77.052 77.293 78.188
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.252 82.518 79.226
R3 81.487 80.753 78.740
R2 79.722 79.722 78.579
R1 78.988 78.988 78.417 79.355
PP 77.957 77.957 77.957 78.140
S1 77.223 77.223 78.093 77.590
S2 76.192 76.192 77.931
S3 74.427 75.458 77.770
S4 72.662 73.693 77.284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.710 77.740 0.970 1.2% 0.591 0.8% 72% False False 23,911
10 78.710 76.675 2.035 2.6% 0.798 1.0% 86% False False 24,096
20 78.710 74.860 3.850 4.9% 0.860 1.1% 93% False False 27,754
40 80.430 74.860 5.570 7.1% 0.848 1.1% 64% False False 29,216
60 80.430 74.060 6.370 8.1% 0.837 1.1% 69% False False 26,874
80 80.430 73.900 6.530 8.3% 0.788 1.0% 69% False False 20,181
100 80.430 73.900 6.530 8.3% 0.721 0.9% 69% False False 16,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.096
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.523
2.618 79.788
1.618 79.338
1.000 79.060
0.618 78.888
HIGH 78.610
0.618 78.438
0.500 78.385
0.382 78.332
LOW 78.160
0.618 77.882
1.000 77.710
1.618 77.432
2.618 76.982
4.250 76.248
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 78.418 78.365
PP 78.402 78.295
S1 78.385 78.225

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

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