ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 78.655 78.950 0.295 0.4% 79.190
High 79.315 79.125 -0.190 -0.2% 79.645
Low 78.655 78.715 0.060 0.1% 78.430
Close 79.226 79.045 -0.181 -0.2% 79.226
Range 0.660 0.410 -0.250 -37.9% 1.215
ATR 0.656 0.646 -0.010 -1.6% 0.000
Volume 28,290 20,787 -7,503 -26.5% 133,434
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.192 80.028 79.271
R3 79.782 79.618 79.158
R2 79.372 79.372 79.120
R1 79.208 79.208 79.083 79.290
PP 78.962 78.962 78.962 79.003
S1 78.798 78.798 79.007 78.880
S2 78.552 78.552 78.970
S3 78.142 78.388 78.932
S4 77.732 77.978 78.820
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 79.370 78.430 0.940 1.2% 0.535 0.7% 65% False False 27,133
10 79.665 78.430 1.235 1.6% 0.606 0.8% 50% False False 25,943
20 81.680 78.430 3.250 4.1% 0.633 0.8% 19% False False 25,205
40 82.045 78.430 3.615 4.6% 0.639 0.8% 17% False False 22,034
60 82.045 78.255 3.790 4.8% 0.645 0.8% 21% False False 16,039
80 82.045 75.255 6.790 8.6% 0.613 0.8% 56% False False 12,035
100 82.045 75.255 6.790 8.6% 0.554 0.7% 56% False False 9,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.153
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.868
2.618 80.198
1.618 79.788
1.000 79.535
0.618 79.378
HIGH 79.125
0.618 78.968
0.500 78.920
0.382 78.872
LOW 78.715
0.618 78.462
1.000 78.305
1.618 78.052
2.618 77.642
4.250 76.973
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 79.003 78.988
PP 78.962 78.930
S1 78.920 78.873

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

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