ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 26-Jan-2012
Day Change Summary
Previous Current
25-Jan-2012 26-Jan-2012 Change Change % Previous Week
Open 79.965 79.640 -0.325 -0.4% 81.670
High 80.505 79.650 -0.855 -1.1% 81.680
Low 79.515 79.190 -0.325 -0.4% 80.185
Close 79.717 79.513 -0.204 -0.3% 80.406
Range 0.990 0.460 -0.530 -53.5% 1.495
ATR 0.710 0.697 -0.013 -1.8% 0.000
Volume 36,145 28,881 -7,264 -20.1% 78,896
Daily Pivots for day following 26-Jan-2012
Classic Woodie Camarilla DeMark
R4 80.831 80.632 79.766
R3 80.371 80.172 79.640
R2 79.911 79.911 79.597
R1 79.712 79.712 79.555 79.582
PP 79.451 79.451 79.451 79.386
S1 79.252 79.252 79.471 79.122
S2 78.991 78.991 79.429
S3 78.531 78.792 79.387
S4 78.071 78.332 79.260
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.242 84.319 81.228
R3 83.747 82.824 80.817
R2 82.252 82.252 80.680
R1 81.329 81.329 80.543 81.043
PP 80.757 80.757 80.757 80.614
S1 79.834 79.834 80.269 79.548
S2 79.262 79.262 80.132
S3 77.767 78.339 79.995
S4 76.272 76.844 79.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.635 79.190 1.445 1.8% 0.658 0.8% 22% False True 25,910
10 82.045 79.190 2.855 3.6% 0.725 0.9% 11% False True 24,131
20 82.045 79.190 2.855 3.6% 0.696 0.9% 11% False True 20,973
40 82.045 78.255 3.790 4.8% 0.689 0.9% 33% False False 16,287
60 82.045 77.000 5.045 6.3% 0.624 0.8% 50% False False 10,870
80 82.045 75.255 6.790 8.5% 0.574 0.7% 63% False False 8,156
100 82.045 75.255 6.790 8.5% 0.485 0.6% 63% False False 6,540
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 0.137
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.605
2.618 80.854
1.618 80.394
1.000 80.110
0.618 79.934
HIGH 79.650
0.618 79.474
0.500 79.420
0.382 79.366
LOW 79.190
0.618 78.906
1.000 78.730
1.618 78.446
2.618 77.986
4.250 77.235
Fisher Pivots for day following 26-Jan-2012
Pivot 1 day 3 day
R1 79.482 79.848
PP 79.451 79.736
S1 79.420 79.625

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

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