ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 78.500 78.610 0.110 0.1% 77.400
High 78.640 78.995 0.355 0.5% 79.000
Low 78.375 78.610 0.235 0.3% 77.400
Close 78.625 78.843 0.218 0.3% 78.625
Range 0.265 0.385 0.120 45.3% 1.600
ATR 0.617 0.600 -0.017 -2.7% 0.000
Volume 19 14 -5 -26.3% 146
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.971 79.792 79.055
R3 79.586 79.407 78.949
R2 79.201 79.201 78.914
R1 79.022 79.022 78.878 79.112
PP 78.816 78.816 78.816 78.861
S1 78.637 78.637 78.808 78.727
S2 78.431 78.431 78.772
S3 78.046 78.252 78.737
S4 77.661 77.867 78.631
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.142 82.483 79.505
R3 81.542 80.883 79.065
R2 79.942 79.942 78.918
R1 79.283 79.283 78.772 79.613
PP 78.342 78.342 78.342 78.506
S1 77.683 77.683 78.478 78.013
S2 76.742 76.742 78.332
S3 75.142 76.083 78.185
S4 73.542 74.483 77.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.000 78.350 0.650 0.8% 0.334 0.4% 76% False False 21
10 79.000 77.330 1.670 2.1% 0.432 0.5% 91% False False 33
20 79.000 75.255 3.745 4.7% 0.524 0.7% 96% False False 27
40 80.490 75.255 5.235 6.6% 0.416 0.5% 69% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.631
2.618 80.003
1.618 79.618
1.000 79.380
0.618 79.233
HIGH 78.995
0.618 78.848
0.500 78.803
0.382 78.757
LOW 78.610
0.618 78.372
1.000 78.225
1.618 77.987
2.618 77.602
4.250 76.974
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 78.830 78.791
PP 78.816 78.739
S1 78.803 78.688

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

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