ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 80.830 80.890 0.060 0.1% 79.360
High 81.070 80.940 -0.130 -0.2% 81.415
Low 80.680 80.035 -0.645 -0.8% 79.210
Close 80.807 80.273 -0.534 -0.7% 80.839
Range 0.390 0.905 0.515 132.1% 2.205
ATR 0.668 0.685 0.017 2.5% 0.000
Volume 16,590 22,950 6,360 38.3% 131,205
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.131 82.607 80.771
R3 82.226 81.702 80.522
R2 81.321 81.321 80.439
R1 80.797 80.797 80.356 80.607
PP 80.416 80.416 80.416 80.321
S1 79.892 79.892 80.190 79.702
S2 79.511 79.511 80.107
S3 78.606 78.987 80.024
S4 77.701 78.082 79.775
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 80.035 1.380 1.7% 0.581 0.7% 17% False True 26,277
10 81.415 78.625 2.790 3.5% 0.719 0.9% 59% False False 17,869
20 81.415 78.255 3.160 3.9% 0.695 0.9% 64% False False 9,105
40 81.415 75.255 6.160 7.7% 0.616 0.8% 81% False False 4,567
60 81.415 75.255 6.160 7.7% 0.511 0.6% 81% False False 3,047
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 0.198
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.786
2.618 83.309
1.618 82.404
1.000 81.845
0.618 81.499
HIGH 80.940
0.618 80.594
0.500 80.488
0.382 80.381
LOW 80.035
0.618 79.476
1.000 79.130
1.618 78.571
2.618 77.666
4.250 76.189
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 80.488 80.553
PP 80.416 80.459
S1 80.345 80.366

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

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