ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 77.875 78.620 0.745 1.0% 75.875
High 78.600 78.800 0.200 0.3% 77.875
Low 77.875 78.150 0.275 0.4% 75.875
Close 78.617 78.453 -0.164 -0.2% 77.562
Range 0.725 0.650 -0.075 -10.3% 2.000
ATR 0.662 0.661 -0.001 -0.1% 0.000
Volume 38 49 11 28.9% 82
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.418 80.085 78.811
R3 79.768 79.435 78.632
R2 79.118 79.118 78.572
R1 78.785 78.785 78.513 78.627
PP 78.468 78.468 78.468 78.388
S1 78.135 78.135 78.393 77.977
S2 77.818 77.818 78.334
S3 77.168 77.485 78.274
S4 76.518 76.835 78.096
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 78.800 77.330 1.470 1.9% 0.523 0.7% 76% True False 34
10 78.800 75.500 3.300 4.2% 0.574 0.7% 89% True False 27
20 78.800 75.255 3.545 4.5% 0.524 0.7% 90% True False 20
40 80.490 75.255 5.235 6.7% 0.380 0.5% 61% False False 13
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 True
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.563
2.618 80.502
1.618 79.852
1.000 79.450
0.618 79.202
HIGH 78.800
0.618 78.552
0.500 78.475
0.382 78.398
LOW 78.150
0.618 77.748
1.000 77.500
1.618 77.098
2.618 76.448
4.250 75.388
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 78.475 78.324
PP 78.468 78.194
S1 78.460 78.065

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

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