ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 78.905 79.125 0.220 0.3% 78.960
High 79.315 79.485 0.170 0.2% 79.665
Low 78.840 78.815 -0.025 0.0% 78.745
Close 79.110 79.057 -0.053 -0.1% 79.057
Range 0.475 0.670 0.195 41.1% 0.920
ATR 0.698 0.696 -0.002 -0.3% 0.000
Volume 19,652 25,778 6,126 31.2% 127,567
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.129 80.763 79.426
R3 80.459 80.093 79.241
R2 79.789 79.789 79.180
R1 79.423 79.423 79.118 79.271
PP 79.119 79.119 79.119 79.043
S1 78.753 78.753 78.996 78.601
S2 78.449 78.449 78.934
S3 77.779 78.083 78.873
S4 77.109 77.413 78.689
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.916 81.406 79.563
R3 80.996 80.486 79.310
R2 80.076 80.076 79.226
R1 79.566 79.566 79.141 79.821
PP 79.156 79.156 79.156 79.283
S1 78.646 78.646 78.973 78.901
S2 78.236 78.236 78.888
S3 77.316 77.726 78.804
S4 76.396 76.806 78.551
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% 0.690 0.9% 34% False False 25,513
10 80.585 78.745 1.840 2.3% 0.703 0.9% 17% False False 27,099
20 82.045 78.745 3.300 4.2% 0.689 0.9% 9% False False 23,701
40 82.045 78.625 3.420 4.3% 0.681 0.9% 13% False False 20,115
60 82.045 77.375 4.670 5.9% 0.642 0.8% 36% False False 13,472
80 82.045 75.255 6.790 8.6% 0.606 0.8% 56% False False 10,109
100 82.045 75.255 6.790 8.6% 0.527 0.7% 56% False False 8,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.153
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.333
2.618 81.239
1.618 80.569
1.000 80.155
0.618 79.899
HIGH 79.485
0.618 79.229
0.500 79.150
0.382 79.071
LOW 78.815
0.618 78.401
1.000 78.145
1.618 77.731
2.618 77.061
4.250 75.968
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 79.150 79.205
PP 79.119 79.156
S1 79.088 79.106

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

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