ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 79.460 79.185 -0.275 -0.3% 78.230
High 79.530 79.515 -0.015 0.0% 79.875
Low 78.695 78.010 -0.685 -0.9% 78.145
Close 79.151 78.491 -0.660 -0.8% 79.831
Range 0.835 1.505 0.670 80.2% 1.730
ATR 0.814 0.864 0.049 6.1% 0.000
Volume 20,979 30,418 9,439 45.0% 89,497
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.187 82.344 79.319
R3 81.682 80.839 78.905
R2 80.177 80.177 78.767
R1 79.334 79.334 78.629 79.003
PP 78.672 78.672 78.672 78.507
S1 77.829 77.829 78.353 77.498
S2 77.167 77.167 78.215
S3 75.662 76.324 78.077
S4 74.157 74.819 77.663
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 78.010 1.865 2.4% 0.917 1.2% 26% False True 24,204
10 79.875 77.740 2.135 2.7% 0.754 1.0% 35% False False 24,057
20 79.875 76.675 3.200 4.1% 0.813 1.0% 57% False False 25,363
40 79.980 74.860 5.120 6.5% 0.851 1.1% 71% False False 28,266
60 80.430 74.860 5.570 7.1% 0.856 1.1% 65% False False 28,800
80 80.430 73.900 6.530 8.3% 0.793 1.0% 70% False False 21,689
100 80.430 73.900 6.530 8.3% 0.752 1.0% 70% False False 17,370
120 80.430 73.900 6.530 8.3% 0.669 0.9% 70% False False 14,477
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 0.109
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 85.911
2.618 83.455
1.618 81.950
1.000 81.020
0.618 80.445
HIGH 79.515
0.618 78.940
0.500 78.763
0.382 78.585
LOW 78.010
0.618 77.080
1.000 76.505
1.618 75.575
2.618 74.070
4.250 71.614
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 78.763 78.795
PP 78.672 78.694
S1 78.582 78.592

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

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