ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 78.690 78.575 -0.115 -0.1% 79.450
High 78.975 78.810 -0.165 -0.2% 79.580
Low 78.520 78.355 -0.165 -0.2% 78.010
Close 78.571 78.552 -0.019 0.0% 78.731
Range 0.455 0.455 0.000 0.0% 1.570
ATR 0.788 0.764 -0.024 -3.0% 0.000
Volume 16,645 15,682 -963 -5.8% 117,998
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 79.937 79.700 78.802
R3 79.482 79.245 78.677
R2 79.027 79.027 78.635
R1 78.790 78.790 78.594 78.681
PP 78.572 78.572 78.572 78.518
S1 78.335 78.335 78.510 78.226
S2 78.117 78.117 78.469
S3 77.662 77.880 78.427
S4 77.207 77.425 78.302
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 78.975 78.060 0.915 1.2% 0.550 0.7% 54% False False 19,018
10 79.875 78.010 1.865 2.4% 0.734 0.9% 29% False False 21,611
20 79.875 76.675 3.200 4.1% 0.766 1.0% 59% False False 22,853
40 79.875 74.860 5.015 6.4% 0.809 1.0% 74% False False 26,933
60 80.430 74.860 5.570 7.1% 0.832 1.1% 66% False False 29,159
80 80.430 73.900 6.530 8.3% 0.782 1.0% 71% False False 22,865
100 80.430 73.900 6.530 8.3% 0.756 1.0% 71% False False 18,313
120 80.430 73.900 6.530 8.3% 0.682 0.9% 71% False False 15,269
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.142
Fibonacci Retracements and Extensions
4.250 80.744
2.618 80.001
1.618 79.546
1.000 79.265
0.618 79.091
HIGH 78.810
0.618 78.636
0.500 78.583
0.382 78.529
LOW 78.355
0.618 78.074
1.000 77.900
1.618 77.619
2.618 77.164
4.250 76.421
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 78.583 78.620
PP 78.572 78.597
S1 78.562 78.575

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

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