ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 79.125 79.190 0.065 0.1% 78.960
High 79.485 79.645 0.160 0.2% 79.665
Low 78.815 79.100 0.285 0.4% 78.745
Close 79.057 79.186 0.129 0.2% 79.057
Range 0.670 0.545 -0.125 -18.7% 0.920
ATR 0.696 0.688 -0.008 -1.1% 0.000
Volume 25,778 18,554 -7,224 -28.0% 127,567
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.945 80.611 79.486
R3 80.400 80.066 79.336
R2 79.855 79.855 79.286
R1 79.521 79.521 79.236 79.416
PP 79.310 79.310 79.310 79.258
S1 78.976 78.976 79.136 78.871
S2 78.765 78.765 79.086
S3 78.220 78.431 79.036
S4 77.675 77.886 78.886
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% 0.677 0.9% 48% False False 24,753
10 80.505 78.745 1.760 2.2% 0.675 0.9% 25% False False 26,474
20 82.045 78.745 3.300 4.2% 0.683 0.9% 13% False False 23,293
40 82.045 78.625 3.420 4.3% 0.684 0.9% 16% False False 20,570
60 82.045 77.375 4.670 5.9% 0.639 0.8% 39% False False 13,781
80 82.045 75.255 6.790 8.6% 0.609 0.8% 58% False False 10,340
100 82.045 75.255 6.790 8.6% 0.532 0.7% 58% False False 8,278
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 True
Bear Hook False
Bull Hook False
Stretch 0.157
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.961
2.618 81.072
1.618 80.527
1.000 80.190
0.618 79.982
HIGH 79.645
0.618 79.437
0.500 79.373
0.382 79.308
LOW 79.100
0.618 78.763
1.000 78.555
1.618 78.218
2.618 77.673
4.250 76.784
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 79.373 79.230
PP 79.310 79.215
S1 79.248 79.201

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

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