ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 17-Nov-2011
Day Change Summary
Previous Current
16-Nov-2011 17-Nov-2011 Change Change % Previous Week
Open 78.875 79.000 0.125 0.2% 77.880
High 78.905 79.000 0.095 0.1% 78.800
Low 78.520 78.545 0.025 0.0% 77.330
Close 78.596 78.879 0.283 0.4% 77.551
Range 0.385 0.455 0.070 18.2% 1.470
ATR 0.638 0.625 -0.013 -2.1% 0.000
Volume 17 50 33 194.1% 193
Daily Pivots for day following 17-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.173 79.981 79.129
R3 79.718 79.526 79.004
R2 79.263 79.263 78.962
R1 79.071 79.071 78.921 78.940
PP 78.808 78.808 78.808 78.742
S1 78.616 78.616 78.837 78.485
S2 78.353 78.353 78.796
S3 77.898 78.161 78.754
S4 77.443 77.706 78.629
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.304 81.397 78.360
R3 80.834 79.927 77.955
R2 79.364 79.364 77.821
R1 78.457 78.457 77.686 78.176
PP 77.894 77.894 77.894 77.753
S1 76.987 76.987 77.416 76.706
S2 76.424 76.424 77.282
S3 74.954 75.517 77.147
S4 73.484 74.047 76.743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.000 77.375 1.625 2.1% 0.426 0.5% 93% True False 35
10 79.000 77.330 1.670 2.1% 0.475 0.6% 93% True False 34
20 79.000 75.255 3.745 4.7% 0.541 0.7% 97% True False 26
40 80.490 75.255 5.235 6.6% 0.421 0.5% 69% False False 17
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.934
2.618 80.191
1.618 79.736
1.000 79.455
0.618 79.281
HIGH 79.000
0.618 78.826
0.500 78.773
0.382 78.719
LOW 78.545
0.618 78.264
1.000 78.090
1.618 77.809
2.618 77.354
4.250 76.611
Fisher Pivots for day following 17-Nov-2011
Pivot 1 day 3 day
R1 78.844 78.811
PP 78.808 78.743
S1 78.773 78.675

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

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