ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 80.535 79.925 -0.610 -0.8% 81.670
High 80.585 80.345 -0.240 -0.3% 81.680
Low 79.755 79.785 0.030 0.0% 80.185
Close 79.934 79.930 -0.004 0.0% 80.406
Range 0.830 0.560 -0.270 -32.5% 1.495
ATR 0.698 0.688 -0.010 -1.4% 0.000
Volume 24,808 24,896 88 0.4% 78,896
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 81.700 81.375 80.238
R3 81.140 80.815 80.084
R2 80.580 80.580 80.033
R1 80.255 80.255 79.981 80.418
PP 80.020 80.020 80.020 80.101
S1 79.695 79.695 79.879 79.858
S2 79.460 79.460 79.827
S3 78.900 79.135 79.776
S4 78.340 78.575 79.622
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.242 84.319 81.228
R3 83.747 82.824 80.817
R2 82.252 82.252 80.680
R1 81.329 81.329 80.543 81.043
PP 80.757 80.757 80.757 80.614
S1 79.834 79.834 80.269 79.548
S2 79.262 79.262 80.132
S3 77.767 78.339 79.995
S4 76.272 76.844 79.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.375 79.755 1.620 2.0% 0.625 0.8% 11% False False 21,673
10 82.045 79.755 2.290 2.9% 0.687 0.9% 8% False False 20,971
20 82.045 79.755 2.290 2.9% 0.649 0.8% 8% False False 18,363
40 82.045 78.255 3.790 4.7% 0.680 0.9% 44% False False 14,666
60 82.045 75.500 6.545 8.2% 0.621 0.8% 68% False False 9,787
80 82.045 75.255 6.790 8.5% 0.560 0.7% 69% False False 7,343
100 82.045 75.255 6.790 8.5% 0.470 0.6% 69% False False 5,890
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.124
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.725
2.618 81.811
1.618 81.251
1.000 80.905
0.618 80.691
HIGH 80.345
0.618 80.131
0.500 80.065
0.382 79.999
LOW 79.785
0.618 79.439
1.000 79.225
1.618 78.879
2.618 78.319
4.250 77.405
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 80.065 80.195
PP 80.020 80.107
S1 79.975 80.018

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

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