ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	77.655	77.875	0.220	0.3%	77.100
High	77.655	77.875	0.220	0.3%	77.250
Low	77.375	77.160	-0.215	-0.3%	75.255
Close	77.581	77.256	-0.325	-0.4%	75.581
Range	0.280	0.715	0.435	155.4%	1.995
ATR	0.631	0.637	0.006	0.9%	0.000
Volume	5	28	23	460.0%	124

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.575	79.131	77.649
R3	78.860	78.416	77.453
R2	78.145	78.145	77.387
R1	77.701	77.701	77.322	77.566
PP	77.430	77.430	77.430	77.363
S1	76.986	76.986	77.190	76.851
S2	76.715	76.715	77.125
S3	76.000	76.271	77.059
S4	75.285	75.556	76.863

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	77.875	75.500	2.375	3.1%	0.624	0.8%	74%	True	False	21
10	77.875	75.255	2.620	3.4%	0.607	0.8%	76%	True	False	18
20	79.435	75.255	4.180	5.4%	0.470	0.6%	48%	False	False	15
40	80.490	75.255	5.235	6.8%	0.322	0.4%	38%	False	False	46

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.914
2.618	79.747
1.618	79.032
1.000	78.590
0.618	78.317
HIGH	77.875
0.618	77.602
0.500	77.518
0.382	77.433
LOW	77.160
0.618	76.718
1.000	76.445
1.618	76.003
2.618	75.288
4.250	74.121

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	77.518	77.438
PP	77.430	77.377
S1	77.343	77.317

Download as Excel Spreadsheet

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

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