ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 80.980 81.225 0.245 0.3% 79.050
High 81.415 81.315 -0.100 -0.1% 79.660
Low 80.780 80.770 -0.010 0.0% 78.625
Close 81.289 80.992 -0.297 -0.4% 79.171
Range 0.635 0.545 -0.090 -14.2% 1.035
ATR 0.722 0.709 -0.013 -1.7% 0.000
Volume 30,169 25,983 -4,186 -13.9% 9,627
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.661 82.371 81.292
R3 82.116 81.826 81.142
R2 81.571 81.571 81.092
R1 81.281 81.281 81.042 81.154
PP 81.026 81.026 81.026 80.962
S1 80.736 80.736 80.942 80.609
S2 80.481 80.481 80.892
S3 79.936 80.191 80.842
S4 79.391 79.646 80.692
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 81.415 78.975 2.440 3.0% 0.824 1.0% 83% False False 19,844
10 81.415 78.520 2.895 3.6% 0.719 0.9% 85% False False 10,528
20 81.415 78.255 3.160 3.9% 0.663 0.8% 87% False False 5,346
40 81.415 75.255 6.160 7.6% 0.602 0.7% 93% False False 2,686
60 81.415 75.255 6.160 7.6% 0.502 0.6% 93% False False 1,793
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.225
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.631
2.618 82.742
1.618 82.197
1.000 81.860
0.618 81.652
HIGH 81.315
0.618 81.107
0.500 81.043
0.382 80.978
LOW 80.770
0.618 80.433
1.000 80.225
1.618 79.888
2.618 79.343
4.250 78.454
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 81.043 80.897
PP 81.026 80.802
S1 81.009 80.708

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

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