ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 78.870 78.850 -0.020 0.0% 79.935
High 79.005 79.315 0.310 0.4% 79.950
Low 78.620 78.520 -0.100 -0.1% 78.255
Close 78.863 79.161 0.298 0.4% 79.161
Range 0.385 0.795 0.410 106.5% 1.695
ATR 0.679 0.687 0.008 1.2% 0.000
Volume 946 146 -800 -84.6% 1,628
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.384 81.067 79.598
R3 80.589 80.272 79.380
R2 79.794 79.794 79.307
R1 79.477 79.477 79.234 79.636
PP 78.999 78.999 78.999 79.078
S1 78.682 78.682 79.088 78.841
S2 78.204 78.204 79.015
S3 77.409 77.887 78.942
S4 76.614 77.092 78.724
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.207 83.379 80.093
R3 82.512 81.684 79.627
R2 80.817 80.817 79.472
R1 79.989 79.989 79.316 79.556
PP 79.122 79.122 79.122 78.905
S1 78.294 78.294 79.006 77.861
S2 77.427 77.427 78.850
S3 75.732 76.599 78.695
S4 74.037 74.904 78.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.950 78.255 1.695 2.1% 0.839 1.1% 53% False False 325
10 80.325 78.255 2.070 2.6% 0.660 0.8% 44% False False 177
20 80.325 77.330 2.995 3.8% 0.554 0.7% 61% False False 105
40 80.325 75.255 5.070 6.4% 0.524 0.7% 77% False False 60
60 80.490 75.255 5.235 6.6% 0.408 0.5% 75% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.694
2.618 81.396
1.618 80.601
1.000 80.110
0.618 79.806
HIGH 79.315
0.618 79.011
0.500 78.918
0.382 78.824
LOW 78.520
0.618 78.029
1.000 77.725
1.618 77.234
2.618 76.439
4.250 75.141
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 79.080 79.129
PP 78.999 79.097
S1 78.918 79.065

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

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