ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 78.875 78.780 -0.095 -0.1% 78.735
High 79.185 79.705 0.520 0.7% 79.185
Low 78.485 78.690 0.205 0.3% 78.150
Close 78.681 79.580 0.899 1.1% 78.681
Range 0.700 1.015 0.315 45.0% 1.035
ATR 0.771 0.789 0.018 2.3% 0.000
Volume 14,953 33,591 18,638 124.6% 90,562
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.370 81.990 80.138
R3 81.355 80.975 79.859
R2 80.340 80.340 79.766
R1 79.960 79.960 79.673 80.150
PP 79.325 79.325 79.325 79.420
S1 78.945 78.945 79.487 79.135
S2 78.310 78.310 79.394
S3 77.295 77.930 79.301
S4 76.280 76.915 79.022
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.777 81.264 79.250
R3 80.742 80.229 78.966
R2 79.707 79.707 78.871
R1 79.194 79.194 78.776 78.933
PP 78.672 78.672 78.672 78.542
S1 78.159 78.159 78.586 77.898
S2 77.637 77.637 78.491
S3 76.602 77.124 78.396
S4 75.567 76.089 78.112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.705 78.150 1.555 2.0% 0.713 0.9% 92% True False 20,696
10 79.705 78.010 1.695 2.1% 0.775 1.0% 93% True False 21,764
20 79.875 76.925 2.950 3.7% 0.728 0.9% 90% False False 22,560
40 79.875 74.860 5.015 6.3% 0.812 1.0% 94% False False 26,744
60 80.430 74.860 5.570 7.0% 0.837 1.1% 85% False False 28,438
80 80.430 73.900 6.530 8.2% 0.796 1.0% 87% False False 23,752
100 80.430 73.900 6.530 8.2% 0.768 1.0% 87% False False 19,023
120 80.430 73.900 6.530 8.2% 0.702 0.9% 87% False False 15,862
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 0.197
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.019
2.618 82.362
1.618 81.347
1.000 80.720
0.618 80.332
HIGH 79.705
0.618 79.317
0.500 79.198
0.382 79.078
LOW 78.690
0.618 78.063
1.000 77.675
1.618 77.048
2.618 76.033
4.250 74.376
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 79.453 79.363
PP 79.325 79.145
S1 79.198 78.928

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

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