ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 15-Nov-2011
Day Change Summary
Previous Current
14-Nov-2011 15-Nov-2011 Change Change % Previous Week
Open 77.400 78.355 0.955 1.2% 77.880
High 77.875 78.530 0.655 0.8% 78.800
Low 77.400 78.350 0.950 1.2% 77.330
Close 78.168 78.462 0.294 0.4% 77.551
Range 0.475 0.180 -0.295 -62.1% 1.470
ATR 0.676 0.653 -0.022 -3.3% 0.000
Volume 53 7 -46 -86.8% 193
Daily Pivots for day following 15-Nov-2011
Classic Woodie Camarilla DeMark
R4 78.987 78.905 78.561
R3 78.807 78.725 78.512
R2 78.627 78.627 78.495
R1 78.545 78.545 78.479 78.586
PP 78.447 78.447 78.447 78.468
S1 78.365 78.365 78.446 78.406
S2 78.267 78.267 78.429
S3 78.087 78.185 78.413
S4 77.907 78.005 78.363
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 77.375 1.425 1.8% 0.533 0.7% 76% False False 39
10 78.800 77.160 1.640 2.1% 0.490 0.6% 79% False False 31
20 78.800 75.255 3.545 4.5% 0.525 0.7% 90% False False 24
40 80.490 75.255 5.235 6.7% 0.410 0.5% 61% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.295
2.618 79.001
1.618 78.821
1.000 78.710
0.618 78.641
HIGH 78.530
0.618 78.461
0.500 78.440
0.382 78.419
LOW 78.350
0.618 78.239
1.000 78.170
1.618 78.059
2.618 77.879
4.250 77.585
Fisher Pivots for day following 15-Nov-2011
Pivot 1 day 3 day
R1 78.455 78.292
PP 78.447 78.122
S1 78.440 77.953

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

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