ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 15-Sep-2011

Day Change Summary
	Previous	Current
	14-Sep-2011	15-Sep-2011	Change	Change %	Previous Week
Open	77.771	77.680	-0.091	-0.1%	75.893
High	77.771	77.680	-0.091	-0.1%	78.050
Low	77.771	77.375	-0.396	-0.5%	75.893
Close	77.771	77.262	-0.509	-0.7%	78.050
Range	0.000	0.305	0.305		2.157
ATR
Volume	500	500	0	0.0%	5

Daily Pivots for day following 15-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.354	78.113	77.430
R3	78.049	77.808	77.346
R2	77.744	77.744	77.318
R1	77.503	77.503	77.290	77.471
PP	77.439	77.439	77.439	77.423
S1	77.198	77.198	77.234	77.166
S2	77.134	77.134	77.206
S3	76.829	76.893	77.178
S4	76.524	76.588	77.094

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.802	83.083	79.236
R3	81.645	80.926	78.643
R2	79.488	79.488	78.445
R1	78.769	78.769	78.248	79.129
PP	77.331	77.331	77.331	77.511
S1	76.612	76.612	77.852	76.972
S2	75.174	75.174	77.655
S3	73.017	74.455	77.457
S4	70.860	72.298	76.864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.557	77.375	1.182	1.5%	0.061	0.1%	-10%	False	True	300
10	78.557	75.460	3.097	4.0%	0.031	0.0%	58%	False	False	150

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	0.000
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	78.976
2.618	78.478
1.618	78.173
1.000	77.985
0.618	77.868
HIGH	77.680
0.618	77.563
0.500	77.528
0.382	77.492
LOW	77.375
0.618	77.187
1.000	77.070
1.618	76.882
2.618	76.577
4.250	76.079

Fisher Pivots for day following 15-Sep-2011
Pivot	1 day	3 day
R1	77.528	77.626
PP	77.439	77.505
S1	77.351	77.383

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols