ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 79.635 80.290 0.655 0.8% 78.735
High 80.455 80.775 0.320 0.4% 79.185
Low 79.350 80.140 0.790 1.0% 78.150
Close 80.289 80.622 0.333 0.4% 78.681
Range 1.105 0.635 -0.470 -42.5% 1.035
ATR 0.812 0.799 -0.013 -1.6% 0.000
Volume 40,146 36,532 -3,614 -9.0% 90,562
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.417 82.155 80.971
R3 81.782 81.520 80.797
R2 81.147 81.147 80.738
R1 80.885 80.885 80.680 81.016
PP 80.512 80.512 80.512 80.578
S1 80.250 80.250 80.564 80.381
S2 79.877 79.877 80.506
S3 79.242 79.615 80.447
S4 78.607 78.980 80.273
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.777 81.264 79.250
R3 80.742 80.229 78.966
R2 79.707 79.707 78.871
R1 79.194 79.194 78.776 78.933
PP 78.672 78.672 78.672 78.542
S1 78.159 78.159 78.586 77.898
S2 77.637 77.637 78.491
S3 76.602 77.124 78.396
S4 75.567 76.089 78.112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.775 78.150 2.625 3.3% 0.879 1.1% 94% True False 29,567
10 80.775 78.060 2.715 3.4% 0.715 0.9% 94% True False 24,292
20 80.775 77.740 3.035 3.8% 0.734 0.9% 95% True False 24,175
40 80.775 74.860 5.915 7.3% 0.814 1.0% 97% True False 27,165
60 80.775 74.860 5.915 7.3% 0.845 1.0% 97% True False 28,723
80 80.775 73.900 6.875 8.5% 0.805 1.0% 98% True False 24,708
100 80.775 73.900 6.875 8.5% 0.782 1.0% 98% True False 19,789
120 80.775 73.900 6.875 8.5% 0.710 0.9% 98% True False 16,500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.200
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.474
2.618 82.437
1.618 81.802
1.000 81.410
0.618 81.167
HIGH 80.775
0.618 80.532
0.500 80.458
0.382 80.383
LOW 80.140
0.618 79.748
1.000 79.505
1.618 79.113
2.618 78.478
4.250 77.441
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 80.567 80.326
PP 80.512 80.029
S1 80.458 79.733

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

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