ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 80.290 80.565 0.275 0.3% 78.735
High 80.775 80.630 -0.145 -0.2% 79.185
Low 80.140 80.130 -0.010 0.0% 78.150
Close 80.622 80.341 -0.281 -0.3% 78.681
Range 0.635 0.500 -0.135 -21.3% 1.035
ATR 0.799 0.778 -0.021 -2.7% 0.000
Volume 36,532 22,853 -13,679 -37.4% 90,562
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.867 81.604 80.616
R3 81.367 81.104 80.479
R2 80.867 80.867 80.433
R1 80.604 80.604 80.387 80.486
PP 80.367 80.367 80.367 80.308
S1 80.104 80.104 80.295 79.986
S2 79.867 79.867 80.249
S3 79.367 79.604 80.204
S4 78.867 79.104 80.066
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 78.485 2.290 2.9% 0.791 1.0% 81% False False 29,615
10 80.775 78.060 2.715 3.4% 0.715 0.9% 84% False False 24,457
20 80.775 77.740 3.035 3.8% 0.731 0.9% 86% False False 24,002
40 80.775 74.860 5.915 7.4% 0.810 1.0% 93% False False 26,979
60 80.775 74.860 5.915 7.4% 0.833 1.0% 93% False False 28,356
80 80.775 73.900 6.875 8.6% 0.806 1.0% 94% False False 24,993
100 80.775 73.900 6.875 8.6% 0.781 1.0% 94% False False 20,017
120 80.775 73.900 6.875 8.6% 0.712 0.9% 94% False False 16,691
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 0.191
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.755
2.618 81.939
1.618 81.439
1.000 81.130
0.618 80.939
HIGH 80.630
0.618 80.439
0.500 80.380
0.382 80.321
LOW 80.130
0.618 79.821
1.000 79.630
1.618 79.321
2.618 78.821
4.250 78.005
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 80.380 80.248
PP 80.367 80.155
S1 80.354 80.063

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

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