ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 24-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 24-Nov-2011 Change Change % Previous Week
Open 79.000 79.580 0.580 0.7% 77.400
High 79.800 79.720 -0.080 -0.1% 79.000
Low 78.975 79.410 0.435 0.6% 77.400
Close 79.731 79.731 0.000 0.0% 78.625
Range 0.825 0.310 -0.515 -62.4% 1.600
ATR 0.617 0.595 -0.021 -3.4% 0.000
Volume 46 46 0 0.0% 146
Daily Pivots for day following 24-Nov-2011
Classic Woodie Camarilla DeMark
R4 80.550 80.451 79.902
R3 80.240 80.141 79.816
R2 79.930 79.930 79.788
R1 79.831 79.831 79.759 79.881
PP 79.620 79.620 79.620 79.645
S1 79.521 79.521 79.703 79.571
S2 79.310 79.310 79.674
S3 79.000 79.211 79.646
S4 78.690 78.901 79.561
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% 0.444 0.6% 95% False False 28
10 79.800 77.375 2.425 3.0% 0.435 0.5% 97% False False 32
20 79.800 75.500 4.300 5.4% 0.504 0.6% 98% False False 29
40 80.490 75.255 5.235 6.6% 0.440 0.6% 86% False False 20
60 80.490 75.255 5.235 6.6% 0.331 0.4% 86% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.038
2.618 80.532
1.618 80.222
1.000 80.030
0.618 79.912
HIGH 79.720
0.618 79.602
0.500 79.565
0.382 79.528
LOW 79.410
0.618 79.218
1.000 79.100
1.618 78.908
2.618 78.598
4.250 78.093
Fisher Pivots for day following 24-Nov-2011
Pivot 1 day 3 day
R1 79.676 79.545
PP 79.620 79.359
S1 79.565 79.173

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

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