ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 80.285 80.980 0.695 0.9% 79.050
High 81.105 81.415 0.310 0.4% 79.660
Low 80.000 80.780 0.780 1.0% 78.625
Close 80.949 81.289 0.340 0.4% 79.171
Range 1.105 0.635 -0.470 -42.5% 1.035
ATR 0.728 0.722 -0.007 -0.9% 0.000
Volume 21,647 30,169 8,522 39.4% 9,627
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.066 82.813 81.638
R3 82.431 82.178 81.464
R2 81.796 81.796 81.405
R1 81.543 81.543 81.347 81.670
PP 81.161 81.161 81.161 81.225
S1 80.908 80.908 81.231 81.035
S2 80.526 80.526 81.173
S3 79.891 80.273 81.114
S4 79.256 79.638 80.940
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 81.415 78.625 2.790 3.4% 0.899 1.1% 95% True False 15,419
10 81.415 78.520 2.895 3.6% 0.703 0.9% 96% True False 8,024
20 81.415 78.255 3.160 3.9% 0.659 0.8% 96% True False 4,050
40 81.415 75.255 6.160 7.6% 0.588 0.7% 98% True False 2,037
60 81.415 75.255 6.160 7.6% 0.497 0.6% 98% True False 1,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.230
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.114
2.618 83.077
1.618 82.442
1.000 82.050
0.618 81.807
HIGH 81.415
0.618 81.172
0.500 81.098
0.382 81.023
LOW 80.780
0.618 80.388
1.000 80.145
1.618 79.753
2.618 79.118
4.250 78.081
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 81.225 80.964
PP 81.161 80.638
S1 81.098 80.313

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

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