ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 11-Oct-2011
Day Change Summary
Previous Current
10-Oct-2011 11-Oct-2011 Change Change % Previous Week
Open 78.875 78.333 -0.542 -0.7% 79.720
High 78.875 78.333 -0.542 -0.7% 80.490
Low 78.250 78.333 0.083 0.1% 79.375
Close 78.306 78.333 0.027 0.0% 79.604
Range 0.625 0.000 -0.625 -100.0% 1.115
ATR 0.533 0.496 -0.036 -6.8% 0.000
Volume 13 13 0 0.0% 14
Daily Pivots for day following 11-Oct-2011
Classic Woodie Camarilla DeMark
R4 78.333 78.333 78.333
R3 78.333 78.333 78.333
R2 78.333 78.333 78.333
R1 78.333 78.333 78.333 78.333
PP 78.333 78.333 78.333 78.333
S1 78.333 78.333 78.333 78.333
S2 78.333 78.333 78.333
S3 78.333 78.333 78.333
S4 78.333 78.333 78.333
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 80.375 78.250 2.125 2.7% 0.318 0.4% 4% False False 7
10 80.490 78.250 2.240 2.9% 0.221 0.3% 4% False False 5
20 80.490 77.262 3.228 4.1% 0.209 0.3% 33% False False 55
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.000
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.333
2.618 78.333
1.618 78.333
1.000 78.333
0.618 78.333
HIGH 78.333
0.618 78.333
0.500 78.333
0.382 78.333
LOW 78.333
0.618 78.333
1.000 78.333
1.618 78.333
2.618 78.333
4.250 78.333
Fisher Pivots for day following 11-Oct-2011
Pivot 1 day 3 day
R1 78.333 78.843
PP 78.333 78.673
S1 78.333 78.503

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

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