ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 79.935 79.875 -0.060 -0.1% 78.610
High 79.950 79.875 -0.075 -0.1% 80.325
Low 79.330 79.100 -0.230 -0.3% 78.545
Close 79.816 79.531 -0.285 -0.4% 80.261
Range 0.620 0.775 0.155 25.0% 1.780
ATR 0.619 0.630 0.011 1.8% 0.000
Volume 186 186 0 0.0% 148
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 81.827 81.454 79.957
R3 81.052 80.679 79.744
R2 80.277 80.277 79.673
R1 79.904 79.904 79.602 79.703
PP 79.502 79.502 79.502 79.402
S1 79.129 79.129 79.460 78.928
S2 78.727 78.727 79.389
S3 77.952 78.354 79.318
S4 77.177 77.579 79.105
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 78.975 1.350 1.7% 0.596 0.7% 41% False False 97
10 80.325 78.375 1.950 2.5% 0.491 0.6% 59% False False 60
20 80.325 77.160 3.165 4.0% 0.490 0.6% 75% False False 46
40 80.375 75.255 5.120 6.4% 0.478 0.6% 84% False False 29
60 80.490 75.255 5.235 6.6% 0.362 0.5% 82% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 83.169
2.618 81.904
1.618 81.129
1.000 80.650
0.618 80.354
HIGH 79.875
0.618 79.579
0.500 79.488
0.382 79.396
LOW 79.100
0.618 78.621
1.000 78.325
1.618 77.846
2.618 77.071
4.250 75.806
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 79.517 79.713
PP 79.502 79.652
S1 79.488 79.592

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

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