ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 07-Nov-2011
Day Change Summary
Previous Current
04-Nov-2011 07-Nov-2011 Change Change % Previous Week
Open 77.350 77.880 0.530 0.7% 75.875
High 77.875 77.935 0.060 0.1% 77.875
Low 77.350 77.380 0.030 0.0% 75.875
Close 77.562 77.556 -0.006 0.0% 77.562
Range 0.525 0.555 0.030 5.7% 2.000
ATR 0.636 0.630 -0.006 -0.9% 0.000
Volume 28 23 -5 -17.9% 82
Daily Pivots for day following 07-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.289 78.977 77.861
R3 78.734 78.422 77.709
R2 78.179 78.179 77.658
R1 77.867 77.867 77.607 77.746
PP 77.624 77.624 77.624 77.563
S1 77.312 77.312 77.505 77.191
S2 77.069 77.069 77.454
S3 76.514 76.757 77.403
S4 75.959 76.202 77.251
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.104 82.333 78.662
R3 81.104 80.333 78.112
R2 79.104 79.104 77.929
R1 78.333 78.333 77.745 78.719
PP 77.104 77.104 77.104 77.297
S1 76.333 76.333 77.379 76.719
S2 75.104 75.104 77.195
S3 73.104 74.333 77.012
S4 71.104 72.333 76.462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.935 77.000 0.935 1.2% 0.590 0.8% 59% True False 18
10 77.935 75.255 2.680 3.5% 0.616 0.8% 86% True False 22
20 78.333 75.255 3.078 4.0% 0.489 0.6% 75% False False 16
40 80.490 75.255 5.235 6.7% 0.349 0.4% 44% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.294
2.618 79.388
1.618 78.833
1.000 78.490
0.618 78.278
HIGH 77.935
0.618 77.723
0.500 77.658
0.382 77.592
LOW 77.380
0.618 77.037
1.000 76.825
1.618 76.482
2.618 75.927
4.250 75.021
Fisher Pivots for day following 07-Nov-2011
Pivot 1 day 3 day
R1 77.658 77.553
PP 77.624 77.550
S1 77.590 77.548

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

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