ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 81.225 80.840 -0.385 -0.5% 79.360
High 81.315 81.025 -0.290 -0.4% 81.415
Low 80.770 80.595 -0.175 -0.2% 79.210
Close 80.992 80.839 -0.153 -0.2% 80.839
Range 0.545 0.430 -0.115 -21.1% 2.205
ATR 0.709 0.689 -0.020 -2.8% 0.000
Volume 25,983 35,693 9,710 37.4% 131,205
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.110 81.904 81.076
R3 81.680 81.474 80.957
R2 81.250 81.250 80.918
R1 81.044 81.044 80.878 80.932
PP 80.820 80.820 80.820 80.764
S1 80.614 80.614 80.800 80.502
S2 80.390 80.390 80.760
S3 79.960 80.184 80.721
S4 79.530 79.754 80.603
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 79.210 2.205 2.7% 0.773 1.0% 74% False False 26,241
10 81.415 78.625 2.790 3.5% 0.683 0.8% 79% False False 14,083
20 81.415 78.255 3.160 3.9% 0.671 0.8% 82% False False 7,130
40 81.415 75.255 6.160 7.6% 0.596 0.7% 91% False False 3,578
60 81.415 75.255 6.160 7.6% 0.509 0.6% 91% False False 2,388
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 7 trading days
Fibonacci Retracements and Extensions
4.250 82.853
2.618 82.151
1.618 81.721
1.000 81.455
0.618 81.291
HIGH 81.025
0.618 80.861
0.500 80.810
0.382 80.759
LOW 80.595
0.618 80.329
1.000 80.165
1.618 79.899
2.618 79.469
4.250 78.768
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 80.829 81.005
PP 80.820 80.950
S1 80.810 80.894

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

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