ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 09-Nov-2011

Day Change Summary
	Previous	Current
	08-Nov-2011	09-Nov-2011	Change	Change %	Previous Week
Open	77.225	76.765	-0.460	-0.6%	75.215
High	77.360	78.250	0.890	1.2%	77.840
Low	76.720	76.675	-0.045	-0.1%	75.110
Close	76.751	78.167	1.416	1.8%	77.162
Range	0.640	1.575	0.935	146.1%	2.730
ATR	0.875	0.925	0.050	5.7%	0.000
Volume	19,053	33,772	14,719	77.3%	176,817

Daily Pivots for day following 09-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.422	81.870	79.033
R3	80.847	80.295	78.600
R2	79.272	79.272	78.456
R1	78.720	78.720	78.311	78.996
PP	77.697	77.697	77.697	77.836
S1	77.145	77.145	78.023	77.421
S2	76.122	76.122	77.878
S3	74.547	75.570	77.734
S4	72.972	73.995	77.301

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.894	83.758	78.664
R3	82.164	81.028	77.913
R2	79.434	79.434	77.663
R1	78.298	78.298	77.412	78.866
PP	76.704	76.704	76.704	76.988
S1	75.568	75.568	76.912	76.136
S2	73.974	73.974	76.662
S3	71.244	72.838	76.411
S4	68.514	70.108	75.661

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.250	76.675	1.575	2.0%	0.895	1.1%	95%	True	True	29,972
10	78.250	74.860	3.390	4.3%	0.999	1.3%	98%	True	False	31,586
20	78.250	74.860	3.390	4.3%	0.874	1.1%	98%	True	False	30,950
40	80.430	74.860	5.570	7.1%	0.884	1.1%	59%	False	False	32,224
60	80.430	73.900	6.530	8.4%	0.811	1.0%	65%	False	False	23,431
80	80.430	73.900	6.530	8.4%	0.770	1.0%	65%	False	False	17,599
100	80.430	73.900	6.530	8.4%	0.681	0.9%	65%	False	False	14,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.085
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	84.944
2.618	82.373
1.618	80.798
1.000	79.825
0.618	79.223
HIGH	78.250
0.618	77.648
0.500	77.463
0.382	77.277
LOW	76.675
0.618	75.702
1.000	75.100
1.618	74.127
2.618	72.552
4.250	69.981

Fisher Pivots for day following 09-Nov-2011
Pivot	1 day	3 day
R1	77.932	77.932
PP	77.697	77.697
S1	77.463	77.463

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols