ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 76.335 76.480 0.145 0.2% 76.910
High 76.655 76.870 0.215 0.3% 77.855
Low 76.135 76.065 -0.070 -0.1% 76.465
Close 76.321 76.473 0.152 0.2% 76.628
Range 0.520 0.805 0.285 54.8% 1.390
ATR 0.826 0.825 -0.002 -0.2% 0.000
Volume 35,701 32,037 -3,664 -10.3% 159,833
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 78.884 78.484 76.916
R3 78.079 77.679 76.694
R2 77.274 77.274 76.621
R1 76.874 76.874 76.547 76.672
PP 76.469 76.469 76.469 76.368
S1 76.069 76.069 76.399 75.867
S2 75.664 75.664 76.325
S3 74.859 75.264 76.252
S4 74.054 74.459 76.030
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 77.790 76.065 1.725 2.3% 0.753 1.0% 24% False True 33,866
10 77.855 76.065 1.790 2.3% 0.750 1.0% 23% False True 30,314
20 80.430 76.065 4.365 5.7% 0.835 1.1% 9% False True 30,632
40 80.430 74.250 6.180 8.1% 0.833 1.1% 36% False False 27,231
60 80.430 73.900 6.530 8.5% 0.770 1.0% 39% False False 18,190
80 80.430 73.900 6.530 8.5% 0.696 0.9% 39% False False 13,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.248
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.291
2.618 78.977
1.618 78.172
1.000 77.675
0.618 77.367
HIGH 76.870
0.618 76.562
0.500 76.468
0.382 76.373
LOW 76.065
0.618 75.568
1.000 75.260
1.618 74.763
2.618 73.958
4.250 72.644
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 76.471 76.471
PP 76.469 76.469
S1 76.468 76.468

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

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