ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 77.375 77.875 0.500 0.6% 75.875
High 77.490 78.600 1.110 1.4% 77.875
Low 77.330 77.875 0.545 0.7% 75.875
Close 77.146 78.617 1.471 1.9% 77.562
Range 0.160 0.725 0.565 353.1% 2.000
ATR 0.601 0.662 0.061 10.1% 0.000
Volume 34 38 4 11.8% 82
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.539 80.303 79.016
R3 79.814 79.578 78.816
R2 79.089 79.089 78.750
R1 78.853 78.853 78.683 78.971
PP 78.364 78.364 78.364 78.423
S1 78.128 78.128 78.551 78.246
S2 77.639 77.639 78.484
S3 76.914 77.403 78.418
S4 76.189 76.678 78.218
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 78.600 77.160 1.440 1.8% 0.536 0.7% 101% True False 30
10 78.600 75.255 3.345 4.3% 0.621 0.8% 101% True False 28
20 78.600 75.255 3.345 4.3% 0.517 0.7% 101% True False 19
40 80.490 75.255 5.235 6.7% 0.371 0.5% 64% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.681
2.618 80.498
1.618 79.773
1.000 79.325
0.618 79.048
HIGH 78.600
0.618 78.323
0.500 78.238
0.382 78.152
LOW 77.875
0.618 77.427
1.000 77.150
1.618 76.702
2.618 75.977
4.250 74.794
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 78.491 78.400
PP 78.364 78.182
S1 78.238 77.965

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

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