ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	76.775	76.650	-0.125	-0.2%	77.320
High	76.875	77.250	0.375	0.5%	78.150
Low	76.690	76.600	-0.090	-0.1%	76.900
Close	76.731	76.888	0.157	0.2%	77.063
Range	0.185	0.650	0.465	251.4%	1.250
ATR	0.478	0.490	0.012	2.6%	0.000
Volume	5	8	3	60.0%	45

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.863	78.525	77.246
R3	78.213	77.875	77.067
R2	77.563	77.563	77.007
R1	77.225	77.225	76.948	77.394
PP	76.913	76.913	76.913	76.997
S1	76.575	76.575	76.828	76.744
S2	76.263	76.263	76.769
S3	75.613	75.925	76.709
S4	74.963	75.275	76.531

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	77.615	76.600	1.015	1.3%	0.366	0.5%	28%	False	True	7
10	78.150	76.600	1.550	2.0%	0.413	0.5%	19%	False	True	9
20	80.490	76.600	3.890	5.1%	0.334	0.4%	7%	False	True	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.065
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.013
2.618	78.952
1.618	78.302
1.000	77.900
0.618	77.652
HIGH	77.250
0.618	77.002
0.500	76.925
0.382	76.848
LOW	76.600
0.618	76.198
1.000	75.950
1.618	75.548
2.618	74.898
4.250	73.838

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	76.925	76.925
PP	76.913	76.913
S1	76.900	76.900

Download as Excel Spreadsheet

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

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