ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 79.970 80.450 0.480 0.6% 80.150
High 80.640 81.345 0.705 0.9% 81.310
Low 79.845 80.385 0.540 0.7% 80.040
Close 80.425 81.250 0.825 1.0% 80.522
Range 0.795 0.960 0.165 20.8% 1.270
ATR 0.660 0.682 0.021 3.2% 0.000
Volume 14,081 18,586 4,505 32.0% 54,658
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.873 83.522 81.778
R3 82.913 82.562 81.514
R2 81.953 81.953 81.426
R1 81.602 81.602 81.338 81.778
PP 80.993 80.993 80.993 81.081
S1 80.642 80.642 81.162 80.818
S2 80.033 80.033 81.074
S3 79.073 79.682 80.986
S4 78.113 78.722 80.722
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.434 83.748 81.221
R3 83.164 82.478 80.871
R2 81.894 81.894 80.755
R1 81.208 81.208 80.638 81.551
PP 80.624 80.624 80.624 80.796
S1 79.938 79.938 80.406 80.281
S2 79.354 79.354 80.289
S3 78.084 78.668 80.173
S4 76.814 77.398 79.824
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.345 79.830 1.515 1.9% 0.671 0.8% 94% True False 16,119
10 81.345 79.550 1.795 2.2% 0.628 0.8% 95% True False 15,191
20 81.415 78.625 2.790 3.4% 0.674 0.8% 94% False False 16,530
40 81.415 77.375 4.040 5.0% 0.619 0.8% 96% False False 8,358
60 81.415 75.255 6.160 7.6% 0.579 0.7% 97% False False 5,578
80 81.415 75.255 6.160 7.6% 0.486 0.6% 97% False False 4,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.149
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.425
2.618 83.858
1.618 82.898
1.000 82.305
0.618 81.938
HIGH 81.345
0.618 80.978
0.500 80.865
0.382 80.752
LOW 80.385
0.618 79.792
1.000 79.425
1.618 78.832
2.618 77.872
4.250 76.305
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 81.122 81.029
PP 80.993 80.808
S1 80.865 80.588

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

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