ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 79.165 79.480 0.315 0.4% 80.535
High 79.630 79.665 0.035 0.0% 80.585
Low 78.855 78.745 -0.110 -0.1% 78.890
Close 79.417 79.033 -0.384 -0.5% 79.011
Range 0.775 0.920 0.145 18.7% 1.695
ATR 0.699 0.715 0.016 2.3% 0.000
Volume 24,949 34,833 9,884 39.6% 143,430
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.908 81.390 79.539
R3 80.988 80.470 79.286
R2 80.068 80.068 79.202
R1 79.550 79.550 79.117 79.349
PP 79.148 79.148 79.148 79.047
S1 78.630 78.630 78.949 78.429
S2 78.228 78.228 78.864
S3 77.308 77.710 78.780
S4 76.388 76.790 78.527
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 84.580 83.491 79.943
R3 82.885 81.796 79.477
R2 81.190 81.190 79.322
R1 80.101 80.101 79.166 79.798
PP 79.495 79.495 79.495 79.344
S1 78.406 78.406 78.856 78.103
S2 77.800 77.800 78.700
S3 76.105 76.711 78.545
S4 74.410 75.016 78.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.665 78.745 0.920 1.2% 0.701 0.9% 31% True True 27,943
10 80.805 78.745 2.060 2.6% 0.691 0.9% 14% False True 26,200
20 82.045 78.745 3.300 4.2% 0.719 0.9% 9% False True 23,063
40 82.045 78.625 3.420 4.3% 0.676 0.9% 12% False False 19,022
60 82.045 77.330 4.715 6.0% 0.635 0.8% 36% False False 12,716
80 82.045 75.255 6.790 8.6% 0.600 0.8% 56% False False 9,541
100 82.045 75.255 6.790 8.6% 0.515 0.7% 56% False False 7,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.134
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.575
2.618 82.074
1.618 81.154
1.000 80.585
0.618 80.234
HIGH 79.665
0.618 79.314
0.500 79.205
0.382 79.096
LOW 78.745
0.618 78.176
1.000 77.825
1.618 77.256
2.618 76.336
4.250 74.835
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 79.205 79.205
PP 79.148 79.148
S1 79.090 79.090

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

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