ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 77.375 77.320 -0.055 -0.1% 78.875
High 77.375 77.875 0.500 0.6% 78.875
Low 77.220 77.210 -0.010 0.0% 77.220
Close 77.317 77.853 0.536 0.7% 77.317
Range 0.155 0.665 0.510 329.0% 1.655
ATR 0.506 0.518 0.011 2.2% 0.000
Volume 10 8 -2 -20.0% 73
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.641 79.412 78.219
R3 78.976 78.747 78.036
R2 78.311 78.311 77.975
R1 78.082 78.082 77.914 78.197
PP 77.646 77.646 77.646 77.703
S1 77.417 77.417 77.792 77.532
S2 76.981 76.981 77.731
S3 76.316 76.752 77.670
S4 75.651 76.087 77.487
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.769 81.698 78.227
R3 81.114 80.043 77.772
R2 79.459 79.459 77.620
R1 78.388 78.388 77.469 78.096
PP 77.804 77.804 77.804 77.658
S1 76.733 76.733 77.165 76.441
S2 76.149 76.149 77.014
S3 74.494 75.078 76.862
S4 72.839 73.423 76.407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.333 77.210 1.123 1.4% 0.332 0.4% 57% False True 13
10 80.490 77.210 3.280 4.2% 0.325 0.4% 20% False True 9
20 80.490 77.210 3.280 4.2% 0.277 0.4% 20% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 80.701
2.618 79.616
1.618 78.951
1.000 78.540
0.618 78.286
HIGH 77.875
0.618 77.621
0.500 77.543
0.382 77.464
LOW 77.210
0.618 76.799
1.000 76.545
1.618 76.134
2.618 75.469
4.250 74.384
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 77.750 77.785
PP 77.646 77.718
S1 77.543 77.650

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

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