ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 79.460 79.050 -0.410 -0.5% 79.440
High 79.980 79.250 -0.730 -0.9% 80.430
Low 78.935 78.450 -0.485 -0.6% 78.450
Close 79.088 79.149 0.061 0.1% 79.149
Range 1.045 0.800 -0.245 -23.4% 1.980
ATR 0.886 0.880 -0.006 -0.7% 0.000
Volume 34,505 35,469 964 2.8% 171,449
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.350 81.049 79.589
R3 80.550 80.249 79.369
R2 79.750 79.750 79.296
R1 79.449 79.449 79.222 79.600
PP 78.950 78.950 78.950 79.025
S1 78.649 78.649 79.076 78.800
S2 78.150 78.150 79.002
S3 77.350 77.849 78.929
S4 76.550 77.049 78.709
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 85.283 84.196 80.238
R3 83.303 82.216 79.694
R2 81.323 81.323 79.512
R1 80.236 80.236 79.331 79.790
PP 79.343 79.343 79.343 79.120
S1 78.256 78.256 78.968 77.810
S2 77.363 77.363 78.786
S3 75.383 76.276 78.605
S4 73.403 74.296 78.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.430 78.450 1.980 2.5% 0.880 1.1% 35% False True 34,289
10 80.430 77.835 2.595 3.3% 0.891 1.1% 51% False False 32,030
20 80.430 76.585 3.845 4.9% 0.853 1.1% 67% False False 33,880
40 80.430 73.900 6.530 8.3% 0.734 0.9% 80% False False 17,632
60 80.430 73.900 6.530 8.3% 0.699 0.9% 80% False False 11,786
80 80.430 73.900 6.530 8.3% 0.599 0.8% 80% False False 8,850
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.231
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.650
2.618 81.344
1.618 80.544
1.000 80.050
0.618 79.744
HIGH 79.250
0.618 78.944
0.500 78.850
0.382 78.756
LOW 78.450
0.618 77.956
1.000 77.650
1.618 77.156
2.618 76.356
4.250 75.050
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 79.049 79.215
PP 78.950 79.193
S1 78.850 79.171

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

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