ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 78.295 78.735 0.440 0.6% 79.450
High 78.890 78.780 -0.110 -0.1% 79.580
Low 78.060 78.265 0.205 0.3% 78.010
Close 78.731 78.671 -0.060 -0.1% 78.731
Range 0.830 0.515 -0.315 -38.0% 1.570
ATR 0.837 0.814 -0.023 -2.7% 0.000
Volume 20,893 20,669 -224 -1.1% 117,998
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 80.117 79.909 78.954
R3 79.602 79.394 78.813
R2 79.087 79.087 78.765
R1 78.879 78.879 78.718 78.726
PP 78.572 78.572 78.572 78.495
S1 78.364 78.364 78.624 78.211
S2 78.057 78.057 78.577
S3 77.542 77.849 78.529
S4 77.027 77.334 78.388
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 79.530 78.010 1.520 1.9% 0.836 1.1% 43% False False 22,832
10 79.875 78.010 1.865 2.4% 0.744 0.9% 35% False False 22,816
20 79.875 76.675 3.200 4.1% 0.782 1.0% 62% False False 23,224
40 79.875 74.860 5.015 6.4% 0.836 1.1% 76% False False 27,298
60 80.430 74.860 5.570 7.1% 0.842 1.1% 68% False False 29,492
80 80.430 73.900 6.530 8.3% 0.785 1.0% 73% False False 22,465
100 80.430 73.900 6.530 8.3% 0.754 1.0% 73% False False 17,991
120 80.430 73.900 6.530 8.3% 0.678 0.9% 73% False False 14,999
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.126
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.969
2.618 80.128
1.618 79.613
1.000 79.295
0.618 79.098
HIGH 78.780
0.618 78.583
0.500 78.523
0.382 78.462
LOW 78.265
0.618 77.947
1.000 77.750
1.618 77.432
2.618 76.917
4.250 76.076
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 78.622 78.606
PP 78.572 78.540
S1 78.523 78.475

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

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