ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 79.390 79.450 0.060 0.1% 78.230
High 79.875 79.580 -0.295 -0.4% 79.875
Low 79.330 78.950 -0.380 -0.5% 78.145
Close 79.831 79.436 -0.395 -0.5% 79.831
Range 0.545 0.630 0.085 15.6% 1.730
ATR 0.807 0.813 0.005 0.7% 0.000
Volume 14,688 24,504 9,816 66.8% 89,497
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.212 80.954 79.783
R3 80.582 80.324 79.609
R2 79.952 79.952 79.552
R1 79.694 79.694 79.494 79.508
PP 79.322 79.322 79.322 79.229
S1 79.064 79.064 79.378 78.878
S2 78.692 78.692 79.321
S3 78.062 78.434 79.263
S4 77.432 77.804 79.090
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 78.145 1.730 2.2% 0.652 0.8% 75% False False 22,800
10 79.875 76.925 2.950 3.7% 0.681 0.9% 85% False False 23,355
20 79.875 75.110 4.765 6.0% 0.839 1.1% 91% False False 26,357
40 80.430 74.860 5.570 7.0% 0.842 1.1% 82% False False 28,730
60 80.430 74.600 5.830 7.3% 0.851 1.1% 83% False False 28,016
80 80.430 73.900 6.530 8.2% 0.784 1.0% 85% False False 21,049
100 80.430 73.900 6.530 8.2% 0.739 0.9% 85% False False 16,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.258
2.618 81.229
1.618 80.599
1.000 80.210
0.618 79.969
HIGH 79.580
0.618 79.339
0.500 79.265
0.382 79.191
LOW 78.950
0.618 78.561
1.000 78.320
1.618 77.931
2.618 77.301
4.250 76.273
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 79.379 79.325
PP 79.322 79.214
S1 79.265 79.103

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

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