ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	77.875	77.350	-0.525	-0.7%	75.875
High	77.875	77.875	0.000	0.0%	77.875
Low	77.160	77.350	0.190	0.2%	75.875
Close	77.256	77.562	0.306	0.4%	77.562
Range	0.715	0.525	-0.190	-26.6%	2.000
ATR	0.637	0.636	-0.001	-0.2%	0.000
Volume	28	28	0	0.0%	82

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.171	78.891	77.851
R3	78.646	78.366	77.706
R2	78.121	78.121	77.658
R1	77.841	77.841	77.610	77.981
PP	77.596	77.596	77.596	77.666
S1	77.316	77.316	77.514	77.456
S2	77.071	77.071	77.466
S3	76.546	76.791	77.418
S4	76.021	76.266	77.273

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.104	82.333	78.662
R3	81.104	80.333	78.112
R2	79.104	79.104	77.929
R1	78.333	78.333	77.745	78.719
PP	77.104	77.104	77.104	77.297
S1	76.333	76.333	77.379	76.719
S2	75.104	75.104	77.195
S3	73.104	74.333	77.012
S4	71.104	72.333	76.462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.875	75.875	2.000	2.6%	0.679	0.9%	84%	True	False	16
10	77.875	75.255	2.620	3.4%	0.594	0.8%	88%	True	False	20
20	78.875	75.255	3.620	4.7%	0.493	0.6%	64%	False	False	16
40	80.490	75.255	5.235	6.7%	0.335	0.4%	44%	False	False	47

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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.106
2.618	79.249
1.618	78.724
1.000	78.400
0.618	78.199
HIGH	77.875
0.618	77.674
0.500	77.613
0.382	77.551
LOW	77.350
0.618	77.026
1.000	76.825
1.618	76.501
2.618	75.976
4.250	75.119

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	77.613	77.547
PP	77.596	77.532
S1	77.579	77.518

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols