ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 08-Nov-2011
Day Change Summary
Previous Current
07-Nov-2011 08-Nov-2011 Change Change % Previous Week
Open 77.880 77.375 -0.505 -0.6% 75.875
High 77.935 77.490 -0.445 -0.6% 77.875
Low 77.380 77.330 -0.050 -0.1% 75.875
Close 77.556 77.146 -0.410 -0.5% 77.562
Range 0.555 0.160 -0.395 -71.2% 2.000
ATR 0.630 0.601 -0.029 -4.6% 0.000
Volume 23 34 11 47.8% 82
Daily Pivots for day following 08-Nov-2011
Classic Woodie Camarilla DeMark
R4 77.802 77.634 77.234
R3 77.642 77.474 77.190
R2 77.482 77.482 77.175
R1 77.314 77.314 77.161 77.318
PP 77.322 77.322 77.322 77.324
S1 77.154 77.154 77.131 77.158
S2 77.162 77.162 77.117
S3 77.002 76.994 77.102
S4 76.842 76.834 77.058
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 77.160 0.775 1.0% 0.447 0.6% -2% False False 23
10 77.935 75.255 2.680 3.5% 0.613 0.8% 71% False False 25
20 78.150 75.255 2.895 3.8% 0.497 0.6% 65% False False 17
40 80.490 75.255 5.235 6.8% 0.353 0.5% 36% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 78.170
2.618 77.909
1.618 77.749
1.000 77.650
0.618 77.589
HIGH 77.490
0.618 77.429
0.500 77.410
0.382 77.391
LOW 77.330
0.618 77.231
1.000 77.170
1.618 77.071
2.618 76.911
4.250 76.650
Fisher Pivots for day following 08-Nov-2011
Pivot 1 day 3 day
R1 77.410 77.633
PP 77.322 77.470
S1 77.234 77.308

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

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