ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 77.660 78.175 0.515 0.7% 77.125
High 78.315 78.605 0.290 0.4% 78.420
Low 77.620 78.040 0.420 0.5% 76.675
Close 78.062 78.206 0.144 0.2% 77.131
Range 0.695 0.565 -0.130 -18.7% 1.745
ATR 0.908 0.884 -0.025 -2.7% 0.000
Volume 25,208 26,317 1,109 4.4% 116,773
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.979 79.657 78.517
R3 79.414 79.092 78.361
R2 78.849 78.849 78.310
R1 78.527 78.527 78.258 78.688
PP 78.284 78.284 78.284 78.364
S1 77.962 77.962 78.154 78.123
S2 77.719 77.719 78.102
S3 77.154 77.397 78.051
S4 76.589 76.832 77.895
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.644 81.632 78.091
R3 80.899 79.887 77.611
R2 79.154 79.154 77.451
R1 78.142 78.142 77.291 78.648
PP 77.409 77.409 77.409 77.662
S1 76.397 76.397 76.971 76.903
S2 75.664 75.664 76.811
S3 73.919 74.652 76.651
S4 72.174 72.907 76.171
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.605 76.920 1.685 2.2% 0.802 1.0% 76% True False 22,790
10 78.605 76.675 1.930 2.5% 0.849 1.1% 79% True False 26,381
20 78.605 74.860 3.745 4.8% 0.888 1.1% 89% True False 29,957
40 80.430 74.860 5.570 7.1% 0.884 1.1% 60% False False 30,533
60 80.430 73.900 6.530 8.3% 0.831 1.1% 66% False False 25,324
80 80.430 73.900 6.530 8.3% 0.794 1.0% 66% False False 19,021
100 80.430 73.900 6.530 8.3% 0.708 0.9% 66% False False 15,228
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 0.115
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 81.006
2.618 80.084
1.618 79.519
1.000 79.170
0.618 78.954
HIGH 78.605
0.618 78.389
0.500 78.323
0.382 78.256
LOW 78.040
0.618 77.691
1.000 77.475
1.618 77.126
2.618 76.561
4.250 75.639
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 78.323 78.059
PP 78.284 77.912
S1 78.245 77.765

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

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