ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 79.185 78.485 -0.700 -0.9% 78.230
High 79.515 78.640 -0.875 -1.1% 79.875
Low 78.010 78.145 0.135 0.2% 78.145
Close 78.491 78.433 -0.058 -0.1% 79.831
Range 1.505 0.495 -1.010 -67.1% 1.730
ATR 0.864 0.837 -0.026 -3.0% 0.000
Volume 30,418 21,204 -9,214 -30.3% 89,497
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 79.891 79.657 78.705
R3 79.396 79.162 78.569
R2 78.901 78.901 78.524
R1 78.667 78.667 78.478 78.537
PP 78.406 78.406 78.406 78.341
S1 78.172 78.172 78.388 78.042
S2 77.911 77.911 78.342
S3 77.416 77.677 78.297
S4 76.921 77.182 78.161
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% 0.802 1.0% 23% False False 22,358
10 79.875 77.740 2.135 2.7% 0.747 1.0% 32% False False 23,546
20 79.875 76.675 3.200 4.1% 0.798 1.0% 55% False False 24,963
40 79.980 74.860 5.120 6.5% 0.849 1.1% 70% False False 28,009
60 80.430 74.860 5.570 7.1% 0.854 1.1% 64% False False 29,120
80 80.430 73.900 6.530 8.3% 0.791 1.0% 69% False False 21,951
100 80.430 73.900 6.530 8.3% 0.750 1.0% 69% False False 17,581
120 80.430 73.900 6.530 8.3% 0.670 0.9% 69% False False 14,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.111
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 80.744
2.618 79.936
1.618 79.441
1.000 79.135
0.618 78.946
HIGH 78.640
0.618 78.451
0.500 78.393
0.382 78.334
LOW 78.145
0.618 77.839
1.000 77.650
1.618 77.344
2.618 76.849
4.250 76.041
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 78.420 78.770
PP 78.406 78.658
S1 78.393 78.545

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

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