ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 79.370 79.360 -0.010 0.0% 79.050
High 79.660 80.360 0.700 0.9% 79.660
Low 78.975 79.210 0.235 0.3% 78.625
Close 79.171 80.223 1.052 1.3% 79.171
Range 0.685 1.150 0.465 67.9% 1.035
ATR 0.662 0.699 0.038 5.7% 0.000
Volume 3,710 17,713 14,003 377.4% 9,627
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.381 82.952 80.856
R3 82.231 81.802 80.539
R2 81.081 81.081 80.434
R1 80.652 80.652 80.328 80.867
PP 79.931 79.931 79.931 80.038
S1 79.502 79.502 80.118 79.717
S2 78.781 78.781 80.012
S3 77.631 78.352 79.907
S4 76.481 77.202 79.591
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 80.360 78.625 1.735 2.2% 0.728 0.9% 92% True False 5,340
10 80.360 78.255 2.105 2.6% 0.769 1.0% 93% True False 2,878
20 80.360 78.255 2.105 2.6% 0.600 0.7% 93% True False 1,460
40 80.360 75.255 5.105 6.4% 0.569 0.7% 97% True False 742
60 80.490 75.255 5.235 6.5% 0.472 0.6% 95% False False 497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.225
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.248
2.618 83.371
1.618 82.221
1.000 81.510
0.618 81.071
HIGH 80.360
0.618 79.921
0.500 79.785
0.382 79.649
LOW 79.210
0.618 78.499
1.000 78.060
1.618 77.349
2.618 76.199
4.250 74.323
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 80.077 79.980
PP 79.931 79.736
S1 79.785 79.493

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

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