ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 80.210 80.150 -0.060 -0.1% 80.830
High 80.375 80.235 -0.140 -0.2% 81.070
Low 80.060 80.040 -0.020 0.0% 79.550
Close 80.236 80.135 -0.101 -0.1% 80.236
Range 0.315 0.195 -0.120 -38.1% 1.520
ATR 0.662 0.629 -0.033 -5.0% 0.000
Volume 7,170 5,655 -1,515 -21.1% 84,093
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 80.722 80.623 80.242
R3 80.527 80.428 80.189
R2 80.332 80.332 80.171
R1 80.233 80.233 80.153 80.185
PP 80.137 80.137 80.137 80.113
S1 80.038 80.038 80.117 79.990
S2 79.942 79.942 80.099
S3 79.747 79.843 80.081
S4 79.552 79.648 80.028
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.845 84.061 81.072
R3 83.325 82.541 80.654
R2 81.805 81.805 80.515
R1 81.021 81.021 80.375 80.653
PP 80.285 80.285 80.285 80.102
S1 79.501 79.501 80.097 79.133
S2 78.765 78.765 79.957
S3 77.245 77.981 79.818
S4 75.725 76.461 79.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.940 79.550 1.390 1.7% 0.572 0.7% 42% False False 14,631
10 81.415 79.550 1.865 2.3% 0.597 0.7% 31% False False 20,324
20 81.415 78.255 3.160 3.9% 0.683 0.9% 59% False False 11,601
40 81.415 77.000 4.415 5.5% 0.589 0.7% 71% False False 5,819
60 81.415 75.255 6.160 7.7% 0.533 0.7% 79% False False 3,883
80 81.415 75.255 6.160 7.7% 0.432 0.5% 79% False False 2,932
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.168
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 81.064
2.618 80.746
1.618 80.551
1.000 80.430
0.618 80.356
HIGH 80.235
0.618 80.161
0.500 80.138
0.382 80.114
LOW 80.040
0.618 79.919
1.000 79.845
1.618 79.724
2.618 79.529
4.250 79.211
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 80.138 80.230
PP 80.137 80.198
S1 80.136 80.167

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

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