ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 79.385 79.260 -0.125 -0.2% 77.875
High 79.650 79.260 -0.390 -0.5% 79.650
Low 79.385 79.260 -0.125 -0.2% 77.820
Close 79.540 79.668 0.128 0.2% 79.668
Range 0.265 0.000 -0.265 -100.0% 1.830
ATR 0.479 0.465 -0.014 -3.0% 0.000
Volume 20 7 -13 -65.0% 34
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.396 79.532 79.668
R3 79.396 79.532 79.668
R2 79.396 79.396 79.668
R1 79.532 79.532 79.668 79.464
PP 79.396 79.396 79.396 79.362
S1 79.532 79.532 79.668 79.464
S2 79.396 79.396 79.668
S3 79.396 79.532 79.668
S4 79.396 79.532 79.668
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.536 83.932 80.675
R3 82.706 82.102 80.171
R2 80.876 80.876 80.004
R1 80.272 80.272 79.836 80.574
PP 79.046 79.046 79.046 79.197
S1 78.442 78.442 79.500 78.744
S2 77.216 77.216 79.333
S3 75.386 76.612 79.165
S4 73.556 74.782 78.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.650 77.820 1.830 2.3% 0.097 0.1% 101% False False 6
10 79.650 77.262 2.388 3.0% 0.079 0.1% 101% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.260
2.618 79.260
1.618 79.260
1.000 79.260
0.618 79.260
HIGH 79.260
0.618 79.260
0.500 79.260
0.382 79.260
LOW 79.260
0.618 79.260
1.000 79.260
1.618 79.260
2.618 79.260
4.250 79.260
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 79.532 79.360
PP 79.396 79.053
S1 79.260 78.745

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

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