ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 21-Oct-2011
Day Change Summary
Previous Current
20-Oct-2011 21-Oct-2011 Change Change % Previous Week
Open 77.615 77.560 -0.055 -0.1% 77.320
High 77.615 77.560 -0.055 -0.1% 78.150
Low 77.615 76.900 -0.715 -0.9% 76.900
Close 77.666 77.063 -0.603 -0.8% 77.063
Range 0.000 0.660 0.660 1.250
ATR 0.494 0.513 0.019 3.9% 0.000
Volume 16 2 -14 -87.5% 45
Daily Pivots for day following 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.154 78.769 77.426
R3 78.494 78.109 77.245
R2 77.834 77.834 77.184
R1 77.449 77.449 77.124 77.312
PP 77.174 77.174 77.174 77.106
S1 76.789 76.789 77.003 76.652
S2 76.514 76.514 76.942
S3 75.854 76.129 76.882
S4 75.194 75.469 76.700
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.121 80.342 77.751
R3 79.871 79.092 77.407
R2 78.621 78.621 77.292
R1 77.842 77.842 77.178 77.607
PP 77.371 77.371 77.371 77.253
S1 76.592 76.592 76.948 76.357
S2 76.121 76.121 76.834
S3 74.871 75.342 76.719
S4 73.621 74.092 76.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.150 76.900 1.250 1.6% 0.460 0.6% 13% False True 9
10 78.875 76.900 1.975 2.6% 0.392 0.5% 8% False True 11
20 80.490 76.900 3.590 4.7% 0.334 0.4% 5% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.051
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.365
2.618 79.288
1.618 78.628
1.000 78.220
0.618 77.968
HIGH 77.560
0.618 77.308
0.500 77.230
0.382 77.152
LOW 76.900
0.618 76.492
1.000 76.240
1.618 75.832
2.618 75.172
4.250 74.095
Fisher Pivots for day following 21-Oct-2011
Pivot 1 day 3 day
R1 77.230 77.388
PP 77.174 77.279
S1 77.119 77.171

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

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