ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	78.580	78.540	-0.040	-0.1%	76.975
High	78.690	78.560	-0.130	-0.2%	78.690
Low	78.135	77.740	-0.395	-0.5%	76.925
Close	78.489	78.255	-0.234	-0.3%	78.255
Range	0.555	0.820	0.265	47.7%	1.765
ATR	0.860	0.857	-0.003	-0.3%	0.000
Volume	23,037	25,826	2,789	12.1%	119,554

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.645	80.270	78.706
R3	79.825	79.450	78.481
R2	79.005	79.005	78.405
R1	78.630	78.630	78.330	78.408
PP	78.185	78.185	78.185	78.074
S1	77.810	77.810	78.180	77.588
S2	77.365	77.365	78.105
S3	76.545	76.990	78.030
S4	75.725	76.170	77.804

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.252	82.518	79.226
R3	81.487	80.753	78.740
R2	79.722	79.722	78.579
R1	78.988	78.988	78.417	79.355
PP	77.957	77.957	77.957	78.140
S1	77.223	77.223	78.093	77.590
S2	76.192	76.192	77.931
S3	74.427	75.458	77.770
S4	72.662	73.693	77.284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.690	76.925	1.765	2.3%	0.710	0.9%	75%	False	False	23,910
10	78.690	76.675	2.015	2.6%	0.820	1.0%	78%	False	False	23,632
20	78.690	74.860	3.830	4.9%	0.864	1.1%	89%	False	False	28,915
40	80.430	74.860	5.570	7.1%	0.873	1.1%	61%	False	False	29,602
60	80.430	73.900	6.530	8.3%	0.838	1.1%	67%	False	False	26,137
80	80.430	73.900	6.530	8.3%	0.794	1.0%	67%	False	False	19,628
100	80.430	73.900	6.530	8.3%	0.716	0.9%	67%	False	False	15,717

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.099
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.045
2.618	80.707
1.618	79.887
1.000	79.380
0.618	79.067
HIGH	78.560
0.618	78.247
0.500	78.150
0.382	78.053
LOW	77.740
0.618	77.233
1.000	76.920
1.618	76.413
2.618	75.593
4.250	74.255

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	78.220	78.242
PP	78.185	78.228
S1	78.150	78.215

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