ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 79.440 78.870 -0.570 -0.7% 78.610
High 79.875 79.005 -0.870 -1.1% 80.325
Low 78.255 78.620 0.365 0.5% 78.545
Close 78.891 78.863 -0.028 0.0% 80.261
Range 1.620 0.385 -1.235 -76.2% 1.780
ATR 0.701 0.679 -0.023 -3.2% 0.000
Volume 164 946 782 476.8% 148
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 79.984 79.809 79.075
R3 79.599 79.424 78.969
R2 79.214 79.214 78.934
R1 79.039 79.039 78.898 78.934
PP 78.829 78.829 78.829 78.777
S1 78.654 78.654 78.828 78.549
S2 78.444 78.444 78.792
S3 78.059 78.269 78.757
S4 77.674 77.884 78.651
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 85.050 84.436 81.240
R3 83.270 82.656 80.751
R2 81.490 81.490 80.587
R1 80.876 80.876 80.424 81.183
PP 79.710 79.710 79.710 79.864
S1 79.096 79.096 80.098 79.403
S2 77.930 77.930 79.935
S3 76.150 77.316 79.772
S4 74.370 75.536 79.282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.325 78.255 2.070 2.6% 0.770 1.0% 29% False False 301
10 80.325 78.255 2.070 2.6% 0.607 0.8% 29% False False 164
20 80.325 77.330 2.995 3.8% 0.541 0.7% 51% False False 99
40 80.325 75.255 5.070 6.4% 0.505 0.6% 71% False False 57
60 80.490 75.255 5.235 6.6% 0.395 0.5% 69% False False 64
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.088
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.641
2.618 80.013
1.618 79.628
1.000 79.390
0.618 79.243
HIGH 79.005
0.618 78.858
0.500 78.813
0.382 78.767
LOW 78.620
0.618 78.382
1.000 78.235
1.618 77.997
2.618 77.612
4.250 76.984
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 78.846 79.065
PP 78.829 78.998
S1 78.813 78.930

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

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