ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 78.995 79.370 0.375 0.5% 79.050
High 79.545 79.660 0.115 0.1% 79.660
Low 78.625 78.975 0.350 0.4% 78.625
Close 79.394 79.171 -0.223 -0.3% 79.171
Range 0.920 0.685 -0.235 -25.5% 1.035
ATR 0.660 0.662 0.002 0.3% 0.000
Volume 3,856 3,710 -146 -3.8% 9,627
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.324 80.932 79.548
R3 80.639 80.247 79.359
R2 79.954 79.954 79.297
R1 79.562 79.562 79.234 79.416
PP 79.269 79.269 79.269 79.195
S1 78.877 78.877 79.108 78.731
S2 78.584 78.584 79.045
S3 77.899 78.192 78.983
S4 77.214 77.507 78.794
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.257 81.749 79.740
R3 81.222 80.714 79.456
R2 80.187 80.187 79.361
R1 79.679 79.679 79.266 79.933
PP 79.152 79.152 79.152 79.279
S1 78.644 78.644 79.076 78.898
S2 78.117 78.117 78.981
S3 77.082 77.609 78.886
S4 76.047 76.574 78.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.660 78.625 1.035 1.3% 0.592 0.7% 53% True False 1,925
10 79.950 78.255 1.695 2.1% 0.716 0.9% 54% False False 1,125
20 80.325 77.400 2.925 3.7% 0.566 0.7% 61% False False 577
40 80.325 75.255 5.070 6.4% 0.557 0.7% 77% False False 299
60 80.490 75.255 5.235 6.6% 0.452 0.6% 75% False False 202
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.211
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.571
2.618 81.453
1.618 80.768
1.000 80.345
0.618 80.083
HIGH 79.660
0.618 79.398
0.500 79.318
0.382 79.237
LOW 78.975
0.618 78.552
1.000 78.290
1.618 77.867
2.618 77.182
4.250 76.064
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 79.318 79.162
PP 79.269 79.152
S1 79.220 79.143

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

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