ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 77.100 76.775 -0.325 -0.4% 77.320
High 77.100 76.875 -0.225 -0.3% 78.150
Low 76.765 76.690 -0.075 -0.1% 76.900
Close 76.707 76.731 0.024 0.0% 77.063
Range 0.335 0.185 -0.150 -44.8% 1.250
ATR 0.501 0.478 -0.023 -4.5% 0.000
Volume 5 5 0 0.0% 45
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 77.320 77.211 76.833
R3 77.135 77.026 76.782
R2 76.950 76.950 76.765
R1 76.841 76.841 76.748 76.803
PP 76.765 76.765 76.765 76.747
S1 76.656 76.656 76.714 76.618
S2 76.580 76.580 76.697
S3 76.395 76.471 76.680
S4 76.210 76.286 76.629
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 77.875 76.690 1.185 1.5% 0.341 0.4% 3% False True 8
10 78.150 76.690 1.460 1.9% 0.382 0.5% 3% False True 10
20 80.490 76.690 3.800 5.0% 0.301 0.4% 1% False True 8
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 False
Bull Hook False
Stretch 0.060
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.661
2.618 77.359
1.618 77.174
1.000 77.060
0.618 76.989
HIGH 76.875
0.618 76.804
0.500 76.783
0.382 76.761
LOW 76.690
0.618 76.576
1.000 76.505
1.618 76.391
2.618 76.206
4.250 75.904
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 76.783 77.125
PP 76.765 76.994
S1 76.748 76.862

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

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