ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 79.480 78.905 -0.575 -0.7% 80.535
High 79.665 79.315 -0.350 -0.4% 80.585
Low 78.745 78.840 0.095 0.1% 78.890
Close 79.033 79.110 0.077 0.1% 79.011
Range 0.920 0.475 -0.445 -48.4% 1.695
ATR 0.715 0.698 -0.017 -2.4% 0.000
Volume 34,833 19,652 -15,181 -43.6% 143,430
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.513 80.287 79.371
R3 80.038 79.812 79.241
R2 79.563 79.563 79.197
R1 79.337 79.337 79.154 79.450
PP 79.088 79.088 79.088 79.145
S1 78.862 78.862 79.066 78.975
S2 78.613 78.613 79.023
S3 78.138 78.387 78.979
S4 77.663 77.912 78.849
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% 0.704 0.9% 40% False False 26,097
10 80.635 78.745 1.890 2.4% 0.681 0.9% 19% False False 26,004
20 82.045 78.745 3.300 4.2% 0.703 0.9% 11% False False 23,341
40 82.045 78.625 3.420 4.3% 0.676 0.9% 14% False False 19,497
60 82.045 77.330 4.715 6.0% 0.634 0.8% 38% False False 13,043
80 82.045 75.255 6.790 8.6% 0.598 0.8% 57% False False 9,787
100 82.045 75.255 6.790 8.6% 0.520 0.7% 57% False False 7,845
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.131
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.334
2.618 80.559
1.618 80.084
1.000 79.790
0.618 79.609
HIGH 79.315
0.618 79.134
0.500 79.078
0.382 79.021
LOW 78.840
0.618 78.546
1.000 78.365
1.618 78.071
2.618 77.596
4.250 76.821
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 79.099 79.205
PP 79.088 79.173
S1 79.078 79.142

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

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