ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 79.360 80.285 0.925 1.2% 79.050
High 80.360 81.105 0.745 0.9% 79.660
Low 79.210 80.000 0.790 1.0% 78.625
Close 80.223 80.949 0.726 0.9% 79.171
Range 1.150 1.105 -0.045 -3.9% 1.035
ATR 0.699 0.728 0.029 4.1% 0.000
Volume 17,713 21,647 3,934 22.2% 9,627
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.000 83.579 81.557
R3 82.895 82.474 81.253
R2 81.790 81.790 81.152
R1 81.369 81.369 81.050 81.580
PP 80.685 80.685 80.685 80.790
S1 80.264 80.264 80.848 80.475
S2 79.580 79.580 80.746
S3 78.475 79.159 80.645
S4 77.370 78.054 80.341
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.257 81.749 79.740
R3 81.222 80.714 79.456
R2 80.187 80.187 79.361
R1 79.679 79.679 79.266 79.933
PP 79.152 79.152 79.152 79.279
S1 78.644 78.644 79.076 78.898
S2 78.117 78.117 78.981
S3 77.082 77.609 78.886
S4 76.047 76.574 78.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.105 78.625 2.480 3.1% 0.857 1.1% 94% True False 9,461
10 81.105 78.255 2.850 3.5% 0.802 1.0% 95% True False 5,024
20 81.105 78.255 2.850 3.5% 0.646 0.8% 95% True False 2,542
40 81.105 75.255 5.850 7.2% 0.586 0.7% 97% True False 1,283
60 81.105 75.255 5.850 7.2% 0.489 0.6% 97% True False 858
Crabel Price Patterns
NR True
NR4 False
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 0.253
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.801
2.618 83.998
1.618 82.893
1.000 82.210
0.618 81.788
HIGH 81.105
0.618 80.683
0.500 80.553
0.382 80.422
LOW 80.000
0.618 79.317
1.000 78.895
1.618 78.212
2.618 77.107
4.250 75.304
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 80.817 80.646
PP 80.685 80.343
S1 80.553 80.040

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

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