ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 20-Oct-2011
Day Change Summary
Previous Current
19-Oct-2011 20-Oct-2011 Change Change % Previous Week
Open 77.630 77.615 -0.015 0.0% 78.875
High 77.875 77.615 -0.260 -0.3% 78.875
Low 77.350 77.615 0.265 0.3% 77.220
Close 77.851 77.666 -0.185 -0.2% 77.317
Range 0.525 0.000 -0.525 -100.0% 1.655
ATR 0.514 0.494 -0.020 -3.9% 0.000
Volume 14 16 2 14.3% 73
Daily Pivots for day following 20-Oct-2011
Classic Woodie Camarilla DeMark
R4 77.632 77.649 77.666
R3 77.632 77.649 77.666
R2 77.632 77.632 77.666
R1 77.649 77.649 77.666 77.641
PP 77.632 77.632 77.632 77.628
S1 77.649 77.649 77.666 77.641
S2 77.632 77.632 77.666
S3 77.632 77.649 77.666
S4 77.632 77.649 77.666
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 78.150 77.210 0.940 1.2% 0.359 0.5% 49% False False 10
10 79.435 77.210 2.225 2.9% 0.332 0.4% 20% False False 12
20 80.490 77.210 3.280 4.2% 0.301 0.4% 14% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 77.615
2.618 77.615
1.618 77.615
1.000 77.615
0.618 77.615
HIGH 77.615
0.618 77.615
0.500 77.615
0.382 77.615
LOW 77.615
0.618 77.615
1.000 77.615
1.618 77.615
2.618 77.615
4.250 77.615
Fisher Pivots for day following 20-Oct-2011
Pivot 1 day 3 day
R1 77.649 77.750
PP 77.632 77.722
S1 77.615 77.694

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

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