ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 79.875 79.935 0.060 0.1% 78.610
High 80.325 79.950 -0.375 -0.5% 80.325
Low 79.875 79.330 -0.545 -0.7% 78.545
Close 80.261 79.816 -0.445 -0.6% 80.261
Range 0.450 0.620 0.170 37.8% 1.780
ATR 0.595 0.619 0.024 4.0% 0.000
Volume 23 186 163 708.7% 148
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.559 81.307 80.157
R3 80.939 80.687 79.987
R2 80.319 80.319 79.930
R1 80.067 80.067 79.873 79.883
PP 79.699 79.699 79.699 79.607
S1 79.447 79.447 79.759 79.263
S2 79.079 79.079 79.702
S3 78.459 78.827 79.646
S4 77.839 78.207 79.475
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% 0.528 0.7% 71% False False 64
10 80.325 78.350 1.975 2.5% 0.431 0.5% 74% False False 42
20 80.325 77.000 3.325 4.2% 0.495 0.6% 85% False False 37
40 80.490 75.255 5.235 6.6% 0.458 0.6% 87% False False 25
60 80.490 75.255 5.235 6.6% 0.349 0.4% 87% False False 43
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.585
2.618 81.573
1.618 80.953
1.000 80.570
0.618 80.333
HIGH 79.950
0.618 79.713
0.500 79.640
0.382 79.567
LOW 79.330
0.618 78.947
1.000 78.710
1.618 78.327
2.618 77.707
4.250 76.695
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 79.757 79.828
PP 79.699 79.824
S1 79.640 79.820

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

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