ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 80.155 79.970 -0.185 -0.2% 80.150
High 80.225 80.640 0.415 0.5% 81.310
Low 79.830 79.845 0.015 0.0% 80.040
Close 79.912 80.425 0.513 0.6% 80.522
Range 0.395 0.795 0.400 101.3% 1.270
ATR 0.650 0.660 0.010 1.6% 0.000
Volume 20,035 14,081 -5,954 -29.7% 54,658
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.688 82.352 80.862
R3 81.893 81.557 80.644
R2 81.098 81.098 80.571
R1 80.762 80.762 80.498 80.930
PP 80.303 80.303 80.303 80.388
S1 79.967 79.967 80.352 80.135
S2 79.508 79.508 80.279
S3 78.713 79.172 80.206
S4 77.918 78.377 79.988
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 1.8% 0.673 0.8% 40% False False 16,623
10 81.310 79.550 1.760 2.2% 0.623 0.8% 50% False False 15,627
20 81.415 78.625 2.790 3.5% 0.649 0.8% 65% False False 15,653
40 81.415 77.330 4.085 5.1% 0.599 0.7% 76% False False 7,894
60 81.415 75.255 6.160 7.7% 0.563 0.7% 84% False False 5,268
80 81.415 75.255 6.160 7.7% 0.474 0.6% 84% False False 3,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.147
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.019
2.618 82.721
1.618 81.926
1.000 81.435
0.618 81.131
HIGH 80.640
0.618 80.336
0.500 80.243
0.382 80.149
LOW 79.845
0.618 79.354
1.000 79.050
1.618 78.559
2.618 77.764
4.250 76.466
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 80.364 80.428
PP 80.303 80.427
S1 80.243 80.426

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

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