ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 80.565 80.175 -0.390 -0.5% 78.780
High 80.630 80.395 -0.235 -0.3% 80.775
Low 80.130 79.935 -0.195 -0.2% 78.690
Close 80.341 80.249 -0.092 -0.1% 80.249
Range 0.500 0.460 -0.040 -8.0% 2.085
ATR 0.778 0.755 -0.023 -2.9% 0.000
Volume 22,853 13,154 -9,699 -42.4% 146,276
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.573 81.371 80.502
R3 81.113 80.911 80.376
R2 80.653 80.653 80.333
R1 80.451 80.451 80.291 80.552
PP 80.193 80.193 80.193 80.244
S1 79.991 79.991 80.207 80.092
S2 79.733 79.733 80.165
S3 79.273 79.531 80.123
S4 78.813 79.071 79.996
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 86.160 85.289 81.396
R3 84.075 83.204 80.822
R2 81.990 81.990 80.631
R1 81.119 81.119 80.440 81.555
PP 79.905 79.905 79.905 80.122
S1 79.034 79.034 80.058 79.470
S2 77.820 77.820 79.867
S3 75.735 76.949 79.676
S4 73.650 74.864 79.102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.775 78.690 2.085 2.6% 0.743 0.9% 75% False False 29,255
10 80.775 78.150 2.625 3.3% 0.678 0.8% 80% False False 23,683
20 80.775 77.740 3.035 3.8% 0.726 0.9% 83% False False 23,507
40 80.775 74.860 5.915 7.4% 0.801 1.0% 91% False False 26,404
60 80.775 74.860 5.915 7.4% 0.823 1.0% 91% False False 27,745
80 80.775 73.900 6.875 8.6% 0.807 1.0% 92% False False 25,158
100 80.775 73.900 6.875 8.6% 0.778 1.0% 92% False False 20,147
120 80.775 73.900 6.875 8.6% 0.714 0.9% 92% False False 16,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.190
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.350
2.618 81.599
1.618 81.139
1.000 80.855
0.618 80.679
HIGH 80.395
0.618 80.219
0.500 80.165
0.382 80.111
LOW 79.935
0.618 79.651
1.000 79.475
1.618 79.191
2.618 78.731
4.250 77.980
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 80.221 80.355
PP 80.193 80.320
S1 80.165 80.284

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

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