ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 28-Oct-2011
Day Change Summary
Previous Current
27-Oct-2011 28-Oct-2011 Change Change % Previous Week
Open 76.375 75.745 -0.630 -0.8% 77.100
High 76.375 75.750 -0.625 -0.8% 77.250
Low 75.255 75.500 0.245 0.3% 75.255
Close 75.386 75.581 0.195 0.3% 75.581
Range 1.120 0.250 -0.870 -77.7% 1.995
ATR 0.572 0.557 -0.015 -2.6% 0.000
Volume 53 53 0 0.0% 124
Daily Pivots for day following 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 76.360 76.221 75.719
R3 76.110 75.971 75.650
R2 75.860 75.860 75.627
R1 75.721 75.721 75.604 75.666
PP 75.610 75.610 75.610 75.583
S1 75.471 75.471 75.558 75.416
S2 75.360 75.360 75.535
S3 75.110 75.221 75.512
S4 74.860 74.971 75.444
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.014 80.792 76.678
R3 80.019 78.797 76.130
R2 78.024 78.024 75.947
R1 76.802 76.802 75.764 76.416
PP 76.029 76.029 76.029 75.835
S1 74.807 74.807 75.398 74.421
S2 74.034 74.034 75.215
S3 72.039 72.812 75.032
S4 70.044 70.817 74.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.250 75.255 1.995 2.6% 0.508 0.7% 16% False False 24
10 78.150 75.255 2.895 3.8% 0.484 0.6% 11% False False 16
20 80.490 75.255 5.235 6.9% 0.389 0.5% 6% False False 12
40 80.490 75.255 5.235 6.9% 0.250 0.3% 6% False False 45
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.813
2.618 76.405
1.618 76.155
1.000 76.000
0.618 75.905
HIGH 75.750
0.618 75.655
0.500 75.625
0.382 75.596
LOW 75.500
0.618 75.346
1.000 75.250
1.618 75.096
2.618 74.846
4.250 74.438
Fisher Pivots for day following 28-Oct-2011
Pivot 1 day 3 day
R1 75.625 76.253
PP 75.610 76.029
S1 75.596 75.805

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

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