ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 78.800 78.655 -0.145 -0.2% 79.190
High 78.890 79.315 0.425 0.5% 79.645
Low 78.430 78.655 0.225 0.3% 78.430
Close 78.652 79.226 0.574 0.7% 79.226
Range 0.460 0.660 0.200 43.5% 1.215
ATR 0.656 0.656 0.001 0.1% 0.000
Volume 26,565 28,290 1,725 6.5% 133,434
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.045 80.796 79.589
R3 80.385 80.136 79.408
R2 79.725 79.725 79.347
R1 79.476 79.476 79.287 79.601
PP 79.065 79.065 79.065 79.128
S1 78.816 78.816 79.166 78.941
S2 78.405 78.405 79.105
S3 77.745 78.156 79.045
S4 77.085 77.496 78.863
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.745 82.201 79.894
R3 81.530 80.986 79.560
R2 80.315 80.315 79.449
R1 79.771 79.771 79.337 80.043
PP 79.100 79.100 79.100 79.237
S1 78.556 78.556 79.115 78.828
S2 77.885 77.885 79.003
S3 76.670 77.341 78.892
S4 75.455 76.126 78.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.645 78.430 1.215 1.5% 0.562 0.7% 66% False False 26,686
10 79.665 78.430 1.235 1.6% 0.626 0.8% 64% False False 26,100
20 82.045 78.430 3.615 4.6% 0.678 0.9% 22% False False 25,486
40 82.045 78.430 3.615 4.6% 0.644 0.8% 22% False False 22,269
60 82.045 78.255 3.790 4.8% 0.645 0.8% 26% False False 15,693
80 82.045 75.255 6.790 8.6% 0.615 0.8% 58% False False 11,776
100 82.045 75.255 6.790 8.6% 0.551 0.7% 58% False False 9,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.136
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.120
2.618 81.043
1.618 80.383
1.000 79.975
0.618 79.723
HIGH 79.315
0.618 79.063
0.500 78.985
0.382 78.907
LOW 78.655
0.618 78.247
1.000 77.995
1.618 77.587
2.618 76.927
4.250 75.850
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 79.146 79.108
PP 79.065 78.990
S1 78.985 78.873

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

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