ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 80.140 81.085 0.945 1.2% 80.830
High 81.025 81.310 0.285 0.4% 81.070
Low 80.055 80.770 0.715 0.9% 79.550
Close 80.883 80.911 0.028 0.0% 80.236
Range 0.970 0.540 -0.430 -44.3% 1.520
ATR 0.653 0.645 -0.008 -1.2% 0.000
Volume 21,110 15,454 -5,656 -26.8% 84,093
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 82.617 82.304 81.208
R3 82.077 81.764 81.060
R2 81.537 81.537 81.010
R1 81.224 81.224 80.961 81.111
PP 80.997 80.997 80.997 80.940
S1 80.684 80.684 80.862 80.571
S2 80.457 80.457 80.812
S3 79.917 80.144 80.763
S4 79.377 79.604 80.614
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.845 84.061 81.072
R3 83.325 82.541 80.654
R2 81.805 81.805 80.515
R1 81.021 81.021 80.375 80.653
PP 80.285 80.285 80.285 80.102
S1 79.501 79.501 80.097 79.133
S2 78.765 78.765 79.957
S3 77.245 77.981 79.818
S4 75.725 76.461 79.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.310 79.955 1.355 1.7% 0.514 0.6% 71% True False 12,525
10 81.315 79.550 1.765 2.2% 0.574 0.7% 77% False False 18,798
20 81.415 78.520 2.895 3.6% 0.638 0.8% 83% False False 13,411
40 81.415 77.160 4.255 5.3% 0.598 0.7% 88% False False 6,732
60 81.415 75.255 6.160 7.6% 0.550 0.7% 92% False False 4,493
80 81.415 75.255 6.160 7.6% 0.451 0.6% 92% False False 3,389
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.151
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.605
2.618 82.724
1.618 82.184
1.000 81.850
0.618 81.644
HIGH 81.310
0.618 81.104
0.500 81.040
0.382 80.976
LOW 80.770
0.618 80.436
1.000 80.230
1.618 79.896
2.618 79.356
4.250 78.475
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 81.040 80.832
PP 80.997 80.754
S1 80.954 80.675

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

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