ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 79.925 79.965 0.040 0.1% 81.670
High 80.345 80.505 0.160 0.2% 81.680
Low 79.785 79.515 -0.270 -0.3% 80.185
Close 79.930 79.717 -0.213 -0.3% 80.406
Range 0.560 0.990 0.430 76.8% 1.495
ATR 0.688 0.710 0.022 3.1% 0.000
Volume 24,896 36,145 11,249 45.2% 78,896
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.882 82.290 80.262
R3 81.892 81.300 79.989
R2 80.902 80.902 79.899
R1 80.310 80.310 79.808 80.111
PP 79.912 79.912 79.912 79.813
S1 79.320 79.320 79.626 79.121
S2 78.922 78.922 79.536
S3 77.932 78.330 79.445
S4 76.942 77.340 79.173
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 80.805 79.515 1.290 1.6% 0.681 0.9% 16% False True 24,457
10 82.045 79.515 2.530 3.2% 0.748 0.9% 8% False True 23,183
20 82.045 79.515 2.530 3.2% 0.682 0.9% 8% False True 19,812
40 82.045 78.255 3.790 4.8% 0.693 0.9% 39% False False 15,569
60 82.045 75.875 6.170 7.7% 0.633 0.8% 62% False False 10,389
80 82.045 75.255 6.790 8.5% 0.572 0.7% 66% False False 7,795
100 82.045 75.255 6.790 8.5% 0.480 0.6% 66% False False 6,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 84.713
2.618 83.097
1.618 82.107
1.000 81.495
0.618 81.117
HIGH 80.505
0.618 80.127
0.500 80.010
0.382 79.893
LOW 79.515
0.618 78.903
1.000 78.525
1.618 77.913
2.618 76.923
4.250 75.308
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 80.010 80.050
PP 79.912 79.939
S1 79.815 79.828

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

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