ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 81.535 81.060 -0.475 -0.6% 81.670
High 81.645 82.045 0.400 0.5% 82.045
Low 80.950 80.735 -0.215 -0.3% 80.735
Close 81.036 81.791 0.755 0.9% 81.791
Range 0.695 1.310 0.615 88.5% 1.310
ATR 0.659 0.706 0.046 7.1% 0.000
Volume 21,279 26,405 5,126 24.1% 97,419
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.454 84.932 82.512
R3 84.144 83.622 82.151
R2 82.834 82.834 82.031
R1 82.312 82.312 81.911 82.573
PP 81.524 81.524 81.524 81.654
S1 81.002 81.002 81.671 81.263
S2 80.214 80.214 81.551
S3 78.904 79.692 81.431
S4 77.594 78.382 81.071
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.454 84.932 82.512
R3 84.144 83.622 82.151
R2 82.834 82.834 82.031
R1 82.312 82.312 81.911 82.573
PP 81.524 81.524 81.524 81.654
S1 81.002 81.002 81.671 81.263
S2 80.214 80.214 81.551
S3 78.904 79.692 81.431
S4 77.594 78.382 81.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.045 80.735 1.310 1.6% 0.735 0.9% 81% True True 19,483
10 82.045 79.830 2.215 2.7% 0.716 0.9% 89% True False 18,927
20 82.045 79.550 2.495 3.1% 0.645 0.8% 90% True False 18,863
40 82.045 78.255 3.790 4.6% 0.652 0.8% 93% True False 11,456
60 82.045 75.255 6.790 8.3% 0.607 0.7% 96% True False 7,646
80 82.045 75.255 6.790 8.3% 0.534 0.7% 96% True False 5,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.159
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 87.613
2.618 85.475
1.618 84.165
1.000 83.355
0.618 82.855
HIGH 82.045
0.618 81.545
0.500 81.390
0.382 81.235
LOW 80.735
0.618 79.925
1.000 79.425
1.618 78.615
2.618 77.305
4.250 75.168
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 81.657 81.657
PP 81.524 81.524
S1 81.390 81.390

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

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