ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 79.050 79.225 0.175 0.2% 79.935
High 79.195 79.410 0.215 0.3% 79.950
Low 78.725 78.950 0.225 0.3% 78.255
Close 79.101 79.037 -0.064 -0.1% 79.161
Range 0.470 0.460 -0.010 -2.1% 1.695
ATR 0.671 0.656 -0.015 -2.2% 0.000
Volume 638 1,043 405 63.5% 1,628
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 80.512 80.235 79.290
R3 80.052 79.775 79.164
R2 79.592 79.592 79.121
R1 79.315 79.315 79.079 79.224
PP 79.132 79.132 79.132 79.087
S1 78.855 78.855 78.995 78.764
S2 78.672 78.672 78.953
S3 78.212 78.395 78.911
S4 77.752 77.935 78.784
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% 0.746 0.9% 48% False False 587
10 80.325 78.255 2.070 2.6% 0.671 0.8% 38% False False 342
20 80.325 77.375 2.950 3.7% 0.565 0.7% 56% False False 186
40 80.325 75.255 5.070 6.4% 0.531 0.7% 75% False False 102
60 80.490 75.255 5.235 6.6% 0.424 0.5% 72% False False 86
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 True
Stretch 0.141
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.365
2.618 80.614
1.618 80.154
1.000 79.870
0.618 79.694
HIGH 79.410
0.618 79.234
0.500 79.180
0.382 79.126
LOW 78.950
0.618 78.666
1.000 78.490
1.618 78.206
2.618 77.746
4.250 76.995
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 79.180 79.013
PP 79.132 78.989
S1 79.085 78.965

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

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