ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 80.830 80.155 -0.675 -0.8% 80.150
High 81.025 80.225 -0.800 -1.0% 81.310
Low 80.360 79.830 -0.530 -0.7% 80.040
Close 80.522 79.912 -0.610 -0.8% 80.522
Range 0.665 0.395 -0.270 -40.6% 1.270
ATR 0.647 0.650 0.003 0.5% 0.000
Volume 12,439 20,035 7,596 61.1% 54,658
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 81.174 80.938 80.129
R3 80.779 80.543 80.021
R2 80.384 80.384 79.984
R1 80.148 80.148 79.948 80.069
PP 79.989 79.989 79.989 79.949
S1 79.753 79.753 79.876 79.674
S2 79.594 79.594 79.840
S3 79.199 79.358 79.803
S4 78.804 78.963 79.695
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.434 83.748 81.221
R3 83.164 82.478 80.871
R2 81.894 81.894 80.755
R1 81.208 81.208 80.638 81.551
PP 80.624 80.624 80.624 80.796
S1 79.938 79.938 80.406 80.281
S2 79.354 79.354 80.289
S3 78.084 78.668 80.173
S4 76.814 77.398 79.824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.310 79.830 1.480 1.9% 0.553 0.7% 6% False True 14,938
10 81.310 79.550 1.760 2.2% 0.582 0.7% 21% False False 15,878
20 81.415 78.625 2.790 3.5% 0.632 0.8% 46% False False 14,980
40 81.415 77.330 4.085 5.1% 0.593 0.7% 63% False False 7,543
60 81.415 75.255 6.160 7.7% 0.560 0.7% 76% False False 5,034
80 81.415 75.255 6.160 7.7% 0.464 0.6% 76% False False 3,795
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.150
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.904
2.618 81.259
1.618 80.864
1.000 80.620
0.618 80.469
HIGH 80.225
0.618 80.074
0.500 80.028
0.382 79.981
LOW 79.830
0.618 79.586
1.000 79.435
1.618 79.191
2.618 78.796
4.250 78.151
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 80.028 80.570
PP 79.989 80.351
S1 79.951 80.131

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

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