ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 78.460 78.330 -0.130 -0.2% 76.975
High 78.610 79.400 0.790 1.0% 78.690
Low 78.160 78.330 0.170 0.2% 76.925
Close 78.435 79.351 0.916 1.2% 78.255
Range 0.450 1.070 0.620 137.8% 1.765
ATR 0.809 0.828 0.019 2.3% 0.000
Volume 22,876 30,432 7,556 33.0% 119,554
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.237 81.864 79.940
R3 81.167 80.794 79.645
R2 80.097 80.097 79.547
R1 79.724 79.724 79.449 79.911
PP 79.027 79.027 79.027 79.120
S1 78.654 78.654 79.253 78.841
S2 77.957 77.957 79.155
S3 76.887 77.584 79.057
S4 75.817 76.514 78.763
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 79.400 77.740 1.660 2.1% 0.692 0.9% 97% True False 24,734
10 79.400 76.920 2.480 3.1% 0.747 0.9% 98% True False 23,762
20 79.400 74.860 4.540 5.7% 0.873 1.1% 99% True False 27,674
40 80.430 74.860 5.570 7.0% 0.854 1.1% 81% False False 29,153
60 80.430 74.250 6.180 7.8% 0.846 1.1% 83% False False 27,379
80 80.430 73.900 6.530 8.2% 0.796 1.0% 83% False False 20,561
100 80.430 73.900 6.530 8.2% 0.732 0.9% 83% False False 16,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.948
2.618 82.201
1.618 81.131
1.000 80.470
0.618 80.061
HIGH 79.400
0.618 78.991
0.500 78.865
0.382 78.739
LOW 78.330
0.618 77.669
1.000 77.260
1.618 76.599
2.618 75.529
4.250 73.783
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 79.189 79.158
PP 79.027 78.965
S1 78.865 78.773

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

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