ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 78.980 79.000 0.020 0.0% 77.400
High 78.980 79.800 0.820 1.0% 79.000
Low 78.545 78.975 0.430 0.5% 77.400
Close 78.815 79.731 0.916 1.2% 78.625
Range 0.435 0.825 0.390 89.7% 1.600
ATR 0.588 0.617 0.028 4.8% 0.000
Volume 19 46 27 142.1% 146
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.977 81.679 80.185
R3 81.152 80.854 79.958
R2 80.327 80.327 79.882
R1 80.029 80.029 79.807 80.178
PP 79.502 79.502 79.502 79.577
S1 79.204 79.204 79.655 79.353
S2 78.677 78.677 79.580
S3 77.852 78.379 79.504
S4 77.027 77.554 79.277
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 79.800 78.375 1.425 1.8% 0.473 0.6% 95% True False 29
10 79.800 77.375 2.425 3.0% 0.469 0.6% 97% True False 32
20 79.800 75.255 4.545 5.7% 0.545 0.7% 98% True False 30
40 80.490 75.255 5.235 6.6% 0.439 0.6% 86% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 83.306
2.618 81.960
1.618 81.135
1.000 80.625
0.618 80.310
HIGH 79.800
0.618 79.485
0.500 79.388
0.382 79.290
LOW 78.975
0.618 78.465
1.000 78.150
1.618 77.640
2.618 76.815
4.250 75.469
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 79.617 79.545
PP 79.502 79.359
S1 79.388 79.173

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

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