ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 79.875 79.375 -0.500 -0.6% 79.720
High 79.875 79.435 -0.440 -0.6% 80.490
Low 79.470 79.375 -0.095 -0.1% 79.375
Close 79.543 79.604 0.061 0.1% 79.604
Range 0.405 0.060 -0.345 -85.2% 1.115
ATR 0.493 0.469 -0.023 -4.7% 0.000
Volume 4 5 1 25.0% 14
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.651 79.688 79.637
R3 79.591 79.628 79.621
R2 79.531 79.531 79.615
R1 79.568 79.568 79.610 79.550
PP 79.471 79.471 79.471 79.462
S1 79.508 79.508 79.599 79.490
S2 79.411 79.411 79.593
S3 79.351 79.448 79.588
S4 79.291 79.388 79.571
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 83.168 82.501 80.217
R3 82.053 81.386 79.911
R2 80.938 80.938 79.808
R1 80.271 80.271 79.706 80.047
PP 79.823 79.823 79.823 79.711
S1 79.156 79.156 79.502 78.932
S2 78.708 78.708 79.400
S3 77.593 78.041 79.297
S4 76.478 76.926 78.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.490 79.375 1.115 1.4% 0.263 0.3% 21% False True 2
10 80.490 78.530 1.960 2.5% 0.276 0.3% 55% False False 4
20 80.490 77.262 3.228 4.1% 0.178 0.2% 73% False False 79
Crabel Price Patterns
NR True
NR4 False
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.690
2.618 79.592
1.618 79.532
1.000 79.495
0.618 79.472
HIGH 79.435
0.618 79.412
0.500 79.405
0.382 79.398
LOW 79.375
0.618 79.338
1.000 79.315
1.618 79.278
2.618 79.218
4.250 79.120
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 79.538 79.875
PP 79.471 79.785
S1 79.405 79.694

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

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