ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 27-Oct-2011
Day Change Summary
Previous Current
26-Oct-2011 27-Oct-2011 Change Change % Previous Week
Open 76.650 76.375 -0.275 -0.4% 77.320
High 77.250 76.375 -0.875 -1.1% 78.150
Low 76.600 75.255 -1.345 -1.8% 76.900
Close 76.888 75.386 -1.502 -2.0% 77.063
Range 0.650 1.120 0.470 72.3% 1.250
ATR 0.490 0.572 0.082 16.6% 0.000
Volume 8 53 45 562.5% 45
Daily Pivots for day following 27-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.032 78.329 76.002
R3 77.912 77.209 75.694
R2 76.792 76.792 75.591
R1 76.089 76.089 75.489 75.881
PP 75.672 75.672 75.672 75.568
S1 74.969 74.969 75.283 74.761
S2 74.552 74.552 75.181
S3 73.432 73.849 75.078
S4 72.312 72.729 74.770
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.121 80.342 77.751
R3 79.871 79.092 77.407
R2 78.621 78.621 77.292
R1 77.842 77.842 77.178 77.607
PP 77.371 77.371 77.371 77.253
S1 76.592 76.592 76.948 76.357
S2 76.121 76.121 76.834
S3 74.871 75.342 76.719
S4 73.621 74.092 76.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.560 75.255 2.305 3.1% 0.590 0.8% 6% False True 14
10 78.150 75.255 2.895 3.8% 0.475 0.6% 5% False True 12
20 80.490 75.255 5.235 6.9% 0.376 0.5% 3% False True 10
40 80.490 75.255 5.235 6.9% 0.244 0.3% 3% False True 44
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 0.065
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 81.135
2.618 79.307
1.618 78.187
1.000 77.495
0.618 77.067
HIGH 76.375
0.618 75.947
0.500 75.815
0.382 75.683
LOW 75.255
0.618 74.563
1.000 74.135
1.618 73.443
2.618 72.323
4.250 70.495
Fisher Pivots for day following 27-Oct-2011
Pivot 1 day 3 day
R1 75.815 76.253
PP 75.672 75.964
S1 75.529 75.675

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

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