ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 21-Nov-2011

Day Change Summary
	Previous	Current
	18-Nov-2011	21-Nov-2011	Change	Change %	Previous Week
Open	78.540	78.230	-0.310	-0.4%	76.975
High	78.560	78.710	0.150	0.2%	78.690
Low	77.740	78.145	0.405	0.5%	76.925
Close	78.255	78.463	0.208	0.3%	78.255
Range	0.820	0.565	-0.255	-31.1%	1.765
ATR	0.857	0.836	-0.021	-2.4%	0.000
Volume	25,826	21,501	-4,325	-16.7%	119,554

Daily Pivots for day following 21-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	80.134	79.864	78.774
R3	79.569	79.299	78.618
R2	79.004	79.004	78.567
R1	78.734	78.734	78.515	78.869
PP	78.439	78.439	78.439	78.507
S1	78.169	78.169	78.411	78.304
S2	77.874	77.874	78.359
S3	77.309	77.604	78.308
S4	76.744	77.039	78.152

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	78.710	77.620	1.090	1.4%	0.640	0.8%	77%	True	False	24,377
10	78.710	76.675	2.035	2.6%	0.817	1.0%	88%	True	False	23,713
20	78.710	74.860	3.850	4.9%	0.863	1.1%	94%	True	False	28,395
40	80.430	74.860	5.570	7.1%	0.863	1.1%	65%	False	False	29,441
60	80.430	73.900	6.530	8.3%	0.834	1.1%	70%	False	False	26,494
80	80.430	73.900	6.530	8.3%	0.793	1.0%	70%	False	False	19,896
100	80.430	73.900	6.530	8.3%	0.719	0.9%	70%	False	False	15,932

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	0.095
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.111
2.618	80.189
1.618	79.624
1.000	79.275
0.618	79.059
HIGH	78.710
0.618	78.494
0.500	78.428
0.382	78.361
LOW	78.145
0.618	77.796
1.000	77.580
1.618	77.231
2.618	76.666
4.250	75.744

Fisher Pivots for day following 21-Nov-2011
Pivot	1 day	3 day
R1	78.451	78.384
PP	78.439	78.304
S1	78.428	78.225

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