ICE US Dollar Index Future December 2011

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	78.460	78.330	-0.130	-0.2%	76.975
High	78.610	79.400	0.790	1.0%	78.690
Low	78.160	78.330	0.170	0.2%	76.925
Close	78.435	79.351	0.916	1.2%	78.255
Range	0.450	1.070	0.620	137.8%	1.765
ATR	0.809	0.828	0.019	2.3%	0.000
Volume	22,876	30,432	7,556	33.0%	119,554

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.237	81.864	79.940
R3	81.167	80.794	79.645
R2	80.097	80.097	79.547
R1	79.724	79.724	79.449	79.911
PP	79.027	79.027	79.027	79.120
S1	78.654	78.654	79.253	78.841
S2	77.957	77.957	79.155
S3	76.887	77.584	79.057
S4	75.817	76.514	78.763

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	79.400	77.740	1.660	2.1%	0.692	0.9%	97%	True	False	24,734
10	79.400	76.920	2.480	3.1%	0.747	0.9%	98%	True	False	23,762
20	79.400	74.860	4.540	5.7%	0.873	1.1%	99%	True	False	27,674
40	80.430	74.860	5.570	7.0%	0.854	1.1%	81%	False	False	29,153
60	80.430	74.250	6.180	7.8%	0.846	1.1%	83%	False	False	27,379
80	80.430	73.900	6.530	8.2%	0.796	1.0%	83%	False	False	20,561
100	80.430	73.900	6.530	8.2%	0.732	0.9%	83%	False	False	16,465

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.087
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	83.948
2.618	82.201
1.618	81.131
1.000	80.470
0.618	80.061
HIGH	79.400
0.618	78.991
0.500	78.865
0.382	78.739
LOW	78.330
0.618	77.669
1.000	77.260
1.618	76.599
2.618	75.529
4.250	73.783

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	79.189	79.158
PP	79.027	78.965
S1	78.865	78.773

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