ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 78.485 78.295 -0.190 -0.2% 79.450
High 78.640 78.890 0.250 0.3% 79.580
Low 78.145 78.060 -0.085 -0.1% 78.010
Close 78.433 78.731 0.298 0.4% 78.731
Range 0.495 0.830 0.335 67.7% 1.570
ATR 0.837 0.837 -0.001 -0.1% 0.000
Volume 21,204 20,893 -311 -1.5% 117,998
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.050 80.721 79.188
R3 80.220 79.891 78.959
R2 79.390 79.390 78.883
R1 79.061 79.061 78.807 79.226
PP 78.560 78.560 78.560 78.643
S1 78.231 78.231 78.655 78.396
S2 77.730 77.730 78.579
S3 76.900 77.401 78.503
S4 76.070 76.571 78.275
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.484 82.677 79.595
R3 81.914 81.107 79.163
R2 80.344 80.344 79.019
R1 79.537 79.537 78.875 79.156
PP 78.774 78.774 78.774 78.583
S1 77.967 77.967 78.587 77.586
S2 77.204 77.204 78.443
S3 75.634 76.397 78.299
S4 74.064 74.827 77.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.580 78.010 1.570 2.0% 0.859 1.1% 46% False False 23,599
10 79.875 77.740 2.135 2.7% 0.775 1.0% 46% False False 23,332
20 79.875 76.675 3.200 4.1% 0.793 1.0% 64% False False 23,870
40 79.875 74.860 5.015 6.4% 0.843 1.1% 77% False False 27,668
60 80.430 74.860 5.570 7.1% 0.854 1.1% 69% False False 29,375
80 80.430 73.900 6.530 8.3% 0.790 1.0% 74% False False 22,208
100 80.430 73.900 6.530 8.3% 0.749 1.0% 74% False False 17,785
120 80.430 73.900 6.530 8.3% 0.675 0.9% 74% False False 14,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.124
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.418
2.618 81.063
1.618 80.233
1.000 79.720
0.618 79.403
HIGH 78.890
0.618 78.573
0.500 78.475
0.382 78.377
LOW 78.060
0.618 77.547
1.000 77.230
1.618 76.717
2.618 75.887
4.250 74.533
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 78.646 78.763
PP 78.560 78.752
S1 78.475 78.742

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

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