ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
24-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 79.580 79.875 0.295 0.4% 78.610
High 79.720 80.325 0.605 0.8% 80.325
Low 79.410 79.875 0.465 0.6% 78.545
Close 79.731 80.261 0.530 0.7% 80.261
Range 0.310 0.450 0.140 45.2% 1.780
ATR 0.595 0.595 0.000 0.0% 0.000
Volume 46 23 -23 -50.0% 148
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.504 81.332 80.509
R3 81.054 80.882 80.385
R2 80.604 80.604 80.344
R1 80.432 80.432 80.302 80.518
PP 80.154 80.154 80.154 80.197
S1 79.982 79.982 80.220 80.068
S2 79.704 79.704 80.179
S3 79.254 79.532 80.137
S4 78.804 79.082 80.014
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 85.050 84.436 81.240
R3 83.270 82.656 80.751
R2 81.490 81.490 80.587
R1 80.876 80.876 80.424 81.183
PP 79.710 79.710 79.710 79.864
S1 79.096 79.096 80.098 79.403
S2 77.930 77.930 79.935
S3 76.150 77.316 79.772
S4 74.370 75.536 79.282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.325 78.545 1.780 2.2% 0.481 0.6% 96% True False 29
10 80.325 77.400 2.925 3.6% 0.417 0.5% 98% True False 29
20 80.325 75.875 4.450 5.5% 0.514 0.6% 99% True False 28
40 80.490 75.255 5.235 6.5% 0.452 0.6% 96% False False 20
60 80.490 75.255 5.235 6.5% 0.338 0.4% 96% False False 39
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.238
2.618 81.503
1.618 81.053
1.000 80.775
0.618 80.603
HIGH 80.325
0.618 80.153
0.500 80.100
0.382 80.047
LOW 79.875
0.618 79.597
1.000 79.425
1.618 79.147
2.618 78.697
4.250 77.963
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 80.207 80.057
PP 80.154 79.854
S1 80.100 79.650

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

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