ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 79.035 78.995 -0.040 -0.1% 79.935
High 79.240 79.545 0.305 0.4% 79.950
Low 78.815 78.625 -0.190 -0.2% 78.255
Close 79.032 79.394 0.362 0.5% 79.161
Range 0.425 0.920 0.495 116.5% 1.695
ATR 0.640 0.660 0.020 3.1% 0.000
Volume 380 3,856 3,476 914.7% 1,628
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.948 81.591 79.900
R3 81.028 80.671 79.647
R2 80.108 80.108 79.563
R1 79.751 79.751 79.478 79.930
PP 79.188 79.188 79.188 79.277
S1 78.831 78.831 79.310 79.010
S2 78.268 78.268 79.225
S3 77.348 77.911 79.141
S4 76.428 76.991 78.888
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 79.545 78.520 1.025 1.3% 0.614 0.8% 85% True False 1,212
10 80.325 78.255 2.070 2.6% 0.692 0.9% 55% False False 756
20 80.325 77.375 2.950 3.7% 0.564 0.7% 68% False False 394
40 80.325 75.255 5.070 6.4% 0.544 0.7% 82% False False 207
60 80.490 75.255 5.235 6.6% 0.441 0.6% 79% False False 140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.182
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.455
2.618 81.954
1.618 81.034
1.000 80.465
0.618 80.114
HIGH 79.545
0.618 79.194
0.500 79.085
0.382 78.976
LOW 78.625
0.618 78.056
1.000 77.705
1.618 77.136
2.618 76.216
4.250 74.715
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 79.291 79.291
PP 79.188 79.188
S1 79.085 79.085

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

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