ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 18-Nov-2011
Day Change Summary
Previous Current
17-Nov-2011 18-Nov-2011 Change Change % Previous Week
Open 79.000 78.500 -0.500 -0.6% 77.400
High 79.000 78.640 -0.360 -0.5% 79.000
Low 78.545 78.375 -0.170 -0.2% 77.400
Close 78.879 78.625 -0.254 -0.3% 78.625
Range 0.455 0.265 -0.190 -41.8% 1.600
ATR 0.625 0.617 -0.009 -1.4% 0.000
Volume 50 19 -31 -62.0% 146
Daily Pivots for day following 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.342 79.248 78.771
R3 79.077 78.983 78.698
R2 78.812 78.812 78.674
R1 78.718 78.718 78.649 78.765
PP 78.547 78.547 78.547 78.570
S1 78.453 78.453 78.601 78.500
S2 78.282 78.282 78.576
S3 78.017 78.188 78.552
S4 77.752 77.923 78.479
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 83.142 82.483 79.505
R3 81.542 80.883 79.065
R2 79.942 79.942 78.918
R1 79.283 79.283 78.772 79.613
PP 78.342 78.342 78.342 78.506
S1 77.683 77.683 78.478 78.013
S2 76.742 76.742 78.332
S3 75.142 76.083 78.185
S4 73.542 74.483 77.745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.000 77.400 1.600 2.0% 0.352 0.4% 77% False False 29
10 79.000 77.330 1.670 2.1% 0.449 0.6% 78% False False 33
20 79.000 75.255 3.745 4.8% 0.521 0.7% 90% False False 27
40 80.490 75.255 5.235 6.7% 0.428 0.5% 64% False False 17
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.766
2.618 79.334
1.618 79.069
1.000 78.905
0.618 78.804
HIGH 78.640
0.618 78.539
0.500 78.508
0.382 78.476
LOW 78.375
0.618 78.211
1.000 78.110
1.618 77.946
2.618 77.681
4.250 77.249
Fisher Pivots for day following 18-Nov-2011
Pivot 1 day 3 day
R1 78.586 78.688
PP 78.547 78.667
S1 78.508 78.646

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

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