ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 79.810 78.875 -0.935 -1.2% 77.875
High 80.150 78.875 -1.275 -1.6% 79.650
Low 79.315 78.530 -0.785 -1.0% 77.820
Close 79.573 78.578 -0.995 -1.3% 79.668
Range 0.835 0.345 -0.490 -58.7% 1.830
ATR 0.491 0.530 0.039 8.0% 0.000
Volume 1 12 11 1,100.0% 34
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.696 79.482 78.768
R3 79.351 79.137 78.673
R2 79.006 79.006 78.641
R1 78.792 78.792 78.610 78.727
PP 78.661 78.661 78.661 78.628
S1 78.447 78.447 78.546 78.382
S2 78.316 78.316 78.515
S3 77.971 78.102 78.483
S4 77.626 77.757 78.388
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.536 83.932 80.675
R3 82.706 82.102 80.171
R2 80.876 80.876 80.004
R1 80.272 80.272 79.836 80.574
PP 79.046 79.046 79.046 79.197
S1 78.442 78.442 79.500 78.744
S2 77.216 77.216 79.333
S3 75.386 76.612 79.165
S4 73.556 74.782 78.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.150 77.840 2.310 2.9% 0.317 0.4% 32% False False 8
10 80.150 77.262 2.888 3.7% 0.197 0.3% 46% False False 104
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.341
2.618 79.778
1.618 79.433
1.000 79.220
0.618 79.088
HIGH 78.875
0.618 78.743
0.500 78.703
0.382 78.662
LOW 78.530
0.618 78.317
1.000 78.185
1.618 77.972
2.618 77.627
4.250 77.064
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 78.703 79.340
PP 78.661 79.086
S1 78.620 78.832

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

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