ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 78.850 79.050 0.200 0.3% 79.935
High 79.315 79.195 -0.120 -0.2% 79.950
Low 78.520 78.725 0.205 0.3% 78.255
Close 79.161 79.101 -0.060 -0.1% 79.161
Range 0.795 0.470 -0.325 -40.9% 1.695
ATR 0.687 0.671 -0.015 -2.3% 0.000
Volume 146 638 492 337.0% 1,628
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 80.417 80.229 79.360
R3 79.947 79.759 79.230
R2 79.477 79.477 79.187
R1 79.289 79.289 79.144 79.383
PP 79.007 79.007 79.007 79.054
S1 78.819 78.819 79.058 78.913
S2 78.537 78.537 79.015
S3 78.067 78.349 78.972
S4 77.597 77.879 78.843
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.207 83.379 80.093
R3 82.512 81.684 79.627
R2 80.817 80.817 79.472
R1 79.989 79.989 79.316 79.556
PP 79.122 79.122 79.122 78.905
S1 78.294 78.294 79.006 77.861
S2 77.427 77.427 78.850
S3 75.732 76.599 78.695
S4 74.037 74.904 78.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.875 78.255 1.620 2.0% 0.809 1.0% 52% False False 416
10 80.325 78.255 2.070 2.6% 0.669 0.8% 41% False False 240
20 80.325 77.330 2.995 3.8% 0.550 0.7% 59% False False 136
40 80.325 75.255 5.070 6.4% 0.520 0.7% 76% False False 76
60 80.490 75.255 5.235 6.6% 0.416 0.5% 73% False False 77
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.123
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.193
2.618 80.425
1.618 79.955
1.000 79.665
0.618 79.485
HIGH 79.195
0.618 79.015
0.500 78.960
0.382 78.905
LOW 78.725
0.618 78.435
1.000 78.255
1.618 77.965
2.618 77.495
4.250 76.728
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 79.054 79.040
PP 79.007 78.979
S1 78.960 78.918

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

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