ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 77.190 76.600 -0.590 -0.8% 76.910
High 77.505 76.775 -0.730 -0.9% 77.855
Low 76.465 76.195 -0.270 -0.4% 76.465
Close 76.628 76.262 -0.366 -0.5% 76.628
Range 1.040 0.580 -0.460 -44.2% 1.390
ATR 0.871 0.850 -0.021 -2.4% 0.000
Volume 33,556 31,896 -1,660 -4.9% 159,833
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 78.151 77.786 76.581
R3 77.571 77.206 76.422
R2 76.991 76.991 76.368
R1 76.626 76.626 76.315 76.519
PP 76.411 76.411 76.411 76.357
S1 76.046 76.046 76.209 75.939
S2 75.831 75.831 76.156
S3 75.251 75.466 76.103
S4 74.671 74.886 75.943
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.153 80.280 77.393
R3 79.763 78.890 77.010
R2 78.373 78.373 76.883
R1 77.500 77.500 76.755 77.242
PP 76.983 76.983 76.983 76.853
S1 76.110 76.110 76.501 75.852
S2 75.593 75.593 76.373
S3 74.203 74.720 76.246
S4 72.813 73.330 75.864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.855 76.195 1.660 2.2% 0.785 1.0% 4% False True 33,440
10 78.280 76.195 2.085 2.7% 0.781 1.0% 3% False True 29,171
20 80.430 76.195 4.235 5.6% 0.864 1.1% 2% False True 30,487
40 80.430 73.900 6.530 8.6% 0.820 1.1% 36% False False 25,544
60 80.430 73.900 6.530 8.6% 0.769 1.0% 36% False False 17,063
80 80.430 73.900 6.530 8.6% 0.682 0.9% 36% False False 12,816
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 0.233
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.240
2.618 78.293
1.618 77.713
1.000 77.355
0.618 77.133
HIGH 76.775
0.618 76.553
0.500 76.485
0.382 76.417
LOW 76.195
0.618 75.837
1.000 75.615
1.618 75.257
2.618 74.677
4.250 73.730
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 76.485 76.993
PP 76.411 76.749
S1 76.336 76.506

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

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