ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 79.875 79.440 -0.435 -0.5% 78.610
High 79.875 79.875 0.000 0.0% 80.325
Low 79.100 78.255 -0.845 -1.1% 78.545
Close 79.531 78.891 -0.640 -0.8% 80.261
Range 0.775 1.620 0.845 109.0% 1.780
ATR 0.630 0.701 0.071 11.2% 0.000
Volume 186 164 -22 -11.8% 148
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.867 82.999 79.782
R3 82.247 81.379 79.337
R2 80.627 80.627 79.188
R1 79.759 79.759 79.040 79.383
PP 79.007 79.007 79.007 78.819
S1 78.139 78.139 78.743 77.763
S2 77.387 77.387 78.594
S3 75.767 76.519 78.446
S4 74.147 74.899 78.000
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 78.255 2.070 2.6% 0.755 1.0% 31% False True 121
10 80.325 78.255 2.070 2.6% 0.614 0.8% 31% False True 75
20 80.325 77.160 3.165 4.0% 0.557 0.7% 55% False False 53
40 80.325 75.255 5.070 6.4% 0.506 0.6% 72% False False 33
60 80.490 75.255 5.235 6.6% 0.389 0.5% 69% False False 48
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 0.074
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 86.760
2.618 84.116
1.618 82.496
1.000 81.495
0.618 80.876
HIGH 79.875
0.618 79.256
0.500 79.065
0.382 78.874
LOW 78.255
0.618 77.254
1.000 76.635
1.618 75.634
2.618 74.014
4.250 71.370
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 79.065 79.103
PP 79.007 79.032
S1 78.949 78.962

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

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