ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 07-Nov-2011

Day Change Summary
	Previous	Current
	04-Nov-2011	07-Nov-2011	Change	Change %	Previous Week
Open	77.350	77.880	0.530	0.7%	75.875
High	77.875	77.935	0.060	0.1%	77.875
Low	77.350	77.380	0.030	0.0%	75.875
Close	77.562	77.556	-0.006	0.0%	77.562
Range	0.525	0.555	0.030	5.7%	2.000
ATR	0.636	0.630	-0.006	-0.9%	0.000
Volume	28	23	-5	-17.9%	82

Daily Pivots for day following 07-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.289	78.977	77.861
R3	78.734	78.422	77.709
R2	78.179	78.179	77.658
R1	77.867	77.867	77.607	77.746
PP	77.624	77.624	77.624	77.563
S1	77.312	77.312	77.505	77.191
S2	77.069	77.069	77.454
S3	76.514	76.757	77.403
S4	75.959	76.202	77.251

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	77.935	77.000	0.935	1.2%	0.590	0.8%	59%	True	False	18
10	77.935	75.255	2.680	3.5%	0.616	0.8%	86%	True	False	22
20	78.333	75.255	3.078	4.0%	0.489	0.6%	75%	False	False	16
40	80.490	75.255	5.235	6.7%	0.349	0.4%	44%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.294
2.618	79.388
1.618	78.833
1.000	78.490
0.618	78.278
HIGH	77.935
0.618	77.723
0.500	77.658
0.382	77.592
LOW	77.380
0.618	77.037
1.000	76.825
1.618	76.482
2.618	75.927
4.250	75.021

Fisher Pivots for day following 07-Nov-2011
Pivot	1 day	3 day
R1	77.658	77.553
PP	77.624	77.550
S1	77.590	77.548

Download as Excel Spreadsheet

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

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