ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 80.890 80.105 -0.785 -1.0% 79.360
High 80.940 80.445 -0.495 -0.6% 81.415
Low 80.035 79.550 -0.485 -0.6% 79.210
Close 80.273 80.350 0.077 0.1% 80.839
Range 0.905 0.895 -0.010 -1.1% 2.205
ATR 0.685 0.700 0.015 2.2% 0.000
Volume 22,950 24,144 1,194 5.2% 131,205
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.800 82.470 80.842
R3 81.905 81.575 80.596
R2 81.010 81.010 80.514
R1 80.680 80.680 80.432 80.845
PP 80.115 80.115 80.115 80.198
S1 79.785 79.785 80.268 79.950
S2 79.220 79.220 80.186
S3 78.325 78.890 80.104
S4 77.430 77.995 79.858
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 81.315 79.550 1.765 2.2% 0.633 0.8% 45% False True 25,072
10 81.415 78.625 2.790 3.5% 0.766 1.0% 62% False False 20,245
20 81.415 78.255 3.160 3.9% 0.699 0.9% 66% False False 10,310
40 81.415 75.255 6.160 7.7% 0.622 0.8% 83% False False 5,170
60 81.415 75.255 6.160 7.7% 0.526 0.7% 83% False False 3,449
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 0.211
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.249
2.618 82.788
1.618 81.893
1.000 81.340
0.618 80.998
HIGH 80.445
0.618 80.103
0.500 79.998
0.382 79.892
LOW 79.550
0.618 78.997
1.000 78.655
1.618 78.102
2.618 77.207
4.250 75.746
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 80.233 80.337
PP 80.115 80.323
S1 79.998 80.310

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

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