ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 78.610 78.980 0.370 0.5% 77.400
High 78.995 78.980 -0.015 0.0% 79.000
Low 78.610 78.545 -0.065 -0.1% 77.400
Close 78.843 78.815 -0.028 0.0% 78.625
Range 0.385 0.435 0.050 13.0% 1.600
ATR 0.600 0.588 -0.012 -2.0% 0.000
Volume 14 19 5 35.7% 146
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.085 79.885 79.054
R3 79.650 79.450 78.935
R2 79.215 79.215 78.895
R1 79.015 79.015 78.855 78.898
PP 78.780 78.780 78.780 78.721
S1 78.580 78.580 78.775 78.463
S2 78.345 78.345 78.735
S3 77.910 78.145 78.695
S4 77.475 77.710 78.576
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 78.375 0.625 0.8% 0.385 0.5% 70% False False 23
10 79.000 77.375 1.625 2.1% 0.459 0.6% 89% False False 31
20 79.000 75.255 3.745 4.8% 0.536 0.7% 95% False False 28
40 80.490 75.255 5.235 6.6% 0.419 0.5% 68% False False 18
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.829
2.618 80.119
1.618 79.684
1.000 79.415
0.618 79.249
HIGH 78.980
0.618 78.814
0.500 78.763
0.382 78.711
LOW 78.545
0.618 78.276
1.000 78.110
1.618 77.841
2.618 77.406
4.250 76.696
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 78.798 78.772
PP 78.780 78.728
S1 78.763 78.685

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

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