ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 78.010 77.400 -0.610 -0.8% 77.880
High 78.010 77.875 -0.135 -0.2% 78.800
Low 77.375 77.400 0.025 0.0% 77.330
Close 77.551 78.168 0.617 0.8% 77.551
Range 0.635 0.475 -0.160 -25.2% 1.470
ATR 0.691 0.676 -0.015 -2.2% 0.000
Volume 49 53 4 8.2% 193
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.239 79.179 78.429
R3 78.764 78.704 78.299
R2 78.289 78.289 78.255
R1 78.229 78.229 78.212 78.259
PP 77.814 77.814 77.814 77.830
S1 77.754 77.754 78.124 77.784
S2 77.339 77.339 78.081
S3 76.864 77.279 78.037
S4 76.389 76.804 77.907
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.304 81.397 78.360
R3 80.834 79.927 77.955
R2 79.364 79.364 77.821
R1 78.457 78.457 77.686 78.176
PP 77.894 77.894 77.894 77.753
S1 76.987 76.987 77.416 76.706
S2 76.424 76.424 77.282
S3 74.954 75.517 77.147
S4 73.484 74.047 76.743
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% 0.529 0.7% 57% False False 44
10 78.800 77.000 1.800 2.3% 0.560 0.7% 65% False False 31
20 78.800 75.255 3.545 4.5% 0.539 0.7% 82% False False 24
40 80.490 75.255 5.235 6.7% 0.408 0.5% 56% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.894
2.618 79.119
1.618 78.644
1.000 78.350
0.618 78.169
HIGH 77.875
0.618 77.694
0.500 77.638
0.382 77.581
LOW 77.400
0.618 77.106
1.000 76.925
1.618 76.631
2.618 76.156
4.250 75.381
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 77.991 78.141
PP 77.814 78.114
S1 77.638 78.088

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

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