ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 78.330 79.390 1.060 1.4% 78.230
High 79.400 79.875 0.475 0.6% 79.875
Low 78.330 79.330 1.000 1.3% 78.145
Close 79.351 79.831 0.480 0.6% 79.831
Range 1.070 0.545 -0.525 -49.1% 1.730
ATR 0.828 0.807 -0.020 -2.4% 0.000
Volume 30,432 14,688 -15,744 -51.7% 89,497
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.314 81.117 80.131
R3 80.769 80.572 79.981
R2 80.224 80.224 79.931
R1 80.027 80.027 79.881 80.126
PP 79.679 79.679 79.679 79.728
S1 79.482 79.482 79.781 79.581
S2 79.134 79.134 79.731
S3 78.589 78.937 79.681
S4 78.044 78.392 79.531
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 84.474 83.882 80.783
R3 82.744 82.152 80.307
R2 81.014 81.014 80.148
R1 80.422 80.422 79.990 80.718
PP 79.284 79.284 79.284 79.432
S1 78.692 78.692 79.672 78.988
S2 77.554 77.554 79.514
S3 75.824 76.962 79.355
S4 74.094 75.232 78.880
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.875 77.740 2.135 2.7% 0.690 0.9% 98% True False 23,064
10 79.875 76.920 2.955 3.7% 0.722 0.9% 99% True False 22,607
20 79.875 75.045 4.830 6.1% 0.820 1.0% 99% True False 26,139
40 80.430 74.860 5.570 7.0% 0.850 1.1% 89% False False 28,867
60 80.430 74.550 5.880 7.4% 0.850 1.1% 90% False False 27,620
80 80.430 73.900 6.530 8.2% 0.793 1.0% 91% False False 20,744
100 80.430 73.900 6.530 8.2% 0.734 0.9% 91% False False 16,612
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.073
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.191
2.618 81.302
1.618 80.757
1.000 80.420
0.618 80.212
HIGH 79.875
0.618 79.667
0.500 79.603
0.382 79.538
LOW 79.330
0.618 78.993
1.000 78.785
1.618 78.448
2.618 77.903
4.250 77.014
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 79.755 79.560
PP 79.679 79.289
S1 79.603 79.018

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

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