ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 23-Nov-2011

Day Change Summary
	Previous	Current
	22-Nov-2011	23-Nov-2011	Change	Change %	Previous Week
Open	78.980	79.000	0.020	0.0%	77.400
High	78.980	79.800	0.820	1.0%	79.000
Low	78.545	78.975	0.430	0.5%	77.400
Close	78.815	79.731	0.916	1.2%	78.625
Range	0.435	0.825	0.390	89.7%	1.600
ATR	0.588	0.617	0.028	4.8%	0.000
Volume	19	46	27	142.1%	146

Daily Pivots for day following 23-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.977	81.679	80.185
R3	81.152	80.854	79.958
R2	80.327	80.327	79.882
R1	80.029	80.029	79.807	80.178
PP	79.502	79.502	79.502	79.577
S1	79.204	79.204	79.655	79.353
S2	78.677	78.677	79.580
S3	77.852	78.379	79.504
S4	77.027	77.554	79.277

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	79.800	78.375	1.425	1.8%	0.473	0.6%	95%	True	False	29
10	79.800	77.375	2.425	3.0%	0.469	0.6%	97%	True	False	32
20	79.800	75.255	4.545	5.7%	0.545	0.7%	98%	True	False	30
40	80.490	75.255	5.235	6.6%	0.439	0.6%	86%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	83.306
2.618	81.960
1.618	81.135
1.000	80.625
0.618	80.310
HIGH	79.800
0.618	79.485
0.500	79.388
0.382	79.290
LOW	78.975
0.618	78.465
1.000	78.150
1.618	77.640
2.618	76.815
4.250	75.469

Fisher Pivots for day following 23-Nov-2011
Pivot	1 day	3 day
R1	79.617	79.545
PP	79.502	79.359
S1	79.388	79.173

Download as Excel Spreadsheet

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

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