ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 79.225 79.035 -0.190 -0.2% 79.935
High 79.410 79.240 -0.170 -0.2% 79.950
Low 78.950 78.815 -0.135 -0.2% 78.255
Close 79.037 79.032 -0.005 0.0% 79.161
Range 0.460 0.425 -0.035 -7.6% 1.695
ATR 0.656 0.640 -0.017 -2.5% 0.000
Volume 1,043 380 -663 -63.6% 1,628
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 80.304 80.093 79.266
R3 79.879 79.668 79.149
R2 79.454 79.454 79.110
R1 79.243 79.243 79.071 79.136
PP 79.029 79.029 79.029 78.976
S1 78.818 78.818 78.993 78.711
S2 78.604 78.604 78.954
S3 78.179 78.393 78.915
S4 77.754 77.968 78.798
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 79.410 78.520 0.890 1.1% 0.507 0.6% 58% False False 630
10 80.325 78.255 2.070 2.6% 0.631 0.8% 38% False False 375
20 80.325 77.375 2.950 3.7% 0.550 0.7% 56% False False 204
40 80.325 75.255 5.070 6.4% 0.533 0.7% 74% False False 111
60 80.490 75.255 5.235 6.6% 0.431 0.5% 72% False False 84
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 0.159
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.046
2.618 80.353
1.618 79.928
1.000 79.665
0.618 79.503
HIGH 79.240
0.618 79.078
0.500 79.028
0.382 78.977
LOW 78.815
0.618 78.552
1.000 78.390
1.618 78.127
2.618 77.702
4.250 77.009
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 79.031 79.068
PP 79.029 79.056
S1 79.028 79.044

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

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