ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 78.000 77.590 -0.410 -0.5% 79.720
High 78.000 78.090 0.090 0.1% 80.490
Low 77.660 77.590 -0.070 -0.1% 79.375
Close 77.694 77.699 0.005 0.0% 79.604
Range 0.340 0.500 0.160 47.1% 1.115
ATR 0.509 0.508 -0.001 -0.1% 0.000
Volume 13 24 11 84.6% 14
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.293 78.996 77.974
R3 78.793 78.496 77.837
R2 78.293 78.293 77.791
R1 77.996 77.996 77.745 78.145
PP 77.793 77.793 77.793 77.867
S1 77.496 77.496 77.653 77.645
S2 77.293 77.293 77.607
S3 76.793 76.996 77.562
S4 76.293 76.496 77.424
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 83.168 82.501 80.217
R3 82.053 81.386 79.911
R2 80.938 80.938 79.808
R1 80.271 80.271 79.706 80.047
PP 79.823 79.823 79.823 79.711
S1 79.156 79.156 79.502 78.932
S2 78.708 78.708 79.400
S3 77.593 78.041 79.297
S4 76.478 76.926 78.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.435 77.590 1.845 2.4% 0.305 0.4% 6% False True 13
10 80.490 77.590 2.900 3.7% 0.278 0.4% 4% False True 8
20 80.490 77.262 3.228 4.2% 0.236 0.3% 14% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.215
2.618 79.399
1.618 78.899
1.000 78.590
0.618 78.399
HIGH 78.090
0.618 77.899
0.500 77.840
0.382 77.781
LOW 77.590
0.618 77.281
1.000 77.090
1.618 76.781
2.618 76.281
4.250 75.465
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 77.840 77.962
PP 77.793 77.874
S1 77.746 77.787

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

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