ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 75.875 77.000 1.125 1.5% 77.100
High 76.875 77.875 1.000 1.3% 77.250
Low 75.875 77.000 1.125 1.5% 75.255
Close 76.706 77.770 1.064 1.4% 75.581
Range 1.000 0.875 -0.125 -12.5% 1.995
ATR 0.610 0.650 0.040 6.6% 0.000
Volume 15 6 -9 -60.0% 124
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.173 79.847 78.251
R3 79.298 78.972 78.011
R2 78.423 78.423 77.930
R1 78.097 78.097 77.850 78.260
PP 77.548 77.548 77.548 77.630
S1 77.222 77.222 77.690 77.385
S2 76.673 76.673 77.610
S3 75.798 76.347 77.529
S4 74.923 75.472 77.289
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.014 80.792 76.678
R3 80.019 78.797 76.130
R2 78.024 78.024 75.947
R1 76.802 76.802 75.764 76.416
PP 76.029 76.029 76.029 75.835
S1 74.807 74.807 75.398 74.421
S2 74.034 74.034 75.215
S3 72.039 72.812 75.032
S4 70.044 70.817 74.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.875 75.255 2.620 3.4% 0.779 1.0% 96% True False 27
10 77.875 75.255 2.620 3.4% 0.560 0.7% 96% True False 17
20 80.375 75.255 5.120 6.6% 0.465 0.6% 49% False False 13
40 80.490 75.255 5.235 6.7% 0.297 0.4% 48% False False 46
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 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.594
2.618 80.166
1.618 79.291
1.000 78.750
0.618 78.416
HIGH 77.875
0.618 77.541
0.500 77.438
0.382 77.334
LOW 77.000
0.618 76.459
1.000 76.125
1.618 75.584
2.618 74.709
4.250 73.281
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 77.659 77.409
PP 77.548 77.048
S1 77.438 76.688

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

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