ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 80.840 80.830 -0.010 0.0% 79.360
High 81.025 81.070 0.045 0.1% 81.415
Low 80.595 80.680 0.085 0.1% 79.210
Close 80.839 80.807 -0.032 0.0% 80.839
Range 0.430 0.390 -0.040 -9.3% 2.205
ATR 0.689 0.668 -0.021 -3.1% 0.000
Volume 35,693 16,590 -19,103 -53.5% 131,205
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.022 81.805 81.022
R3 81.632 81.415 80.914
R2 81.242 81.242 80.879
R1 81.025 81.025 80.843 80.939
PP 80.852 80.852 80.852 80.809
S1 80.635 80.635 80.771 80.549
S2 80.462 80.462 80.736
S3 80.072 80.245 80.700
S4 79.682 79.855 80.593
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 87.103 86.176 82.052
R3 84.898 83.971 81.445
R2 82.693 82.693 81.243
R1 81.766 81.766 81.041 82.230
PP 80.488 80.488 80.488 80.720
S1 79.561 79.561 80.637 80.025
S2 78.283 78.283 80.435
S3 76.078 77.356 80.233
S4 73.873 75.151 79.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.415 80.000 1.415 1.8% 0.621 0.8% 57% False False 26,016
10 81.415 78.625 2.790 3.5% 0.675 0.8% 78% False False 15,678
20 81.415 78.255 3.160 3.9% 0.672 0.8% 81% False False 7,959
40 81.415 75.255 6.160 7.6% 0.598 0.7% 90% False False 3,993
60 81.415 75.255 6.160 7.6% 0.501 0.6% 90% False False 2,665
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.211
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 82.728
2.618 82.091
1.618 81.701
1.000 81.460
0.618 81.311
HIGH 81.070
0.618 80.921
0.500 80.875
0.382 80.829
LOW 80.680
0.618 80.439
1.000 80.290
1.618 80.049
2.618 79.659
4.250 79.023
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 80.875 80.955
PP 80.852 80.906
S1 80.830 80.856

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

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