ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 78.950 79.200 0.250 0.3% 79.190
High 79.125 79.765 0.640 0.8% 79.645
Low 78.715 79.015 0.300 0.4% 78.430
Close 79.045 79.694 0.649 0.8% 79.226
Range 0.410 0.750 0.340 82.9% 1.215
ATR 0.646 0.653 0.007 1.1% 0.000
Volume 20,787 32,498 11,711 56.3% 133,434
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.741 81.468 80.107
R3 80.991 80.718 79.900
R2 80.241 80.241 79.832
R1 79.968 79.968 79.763 80.105
PP 79.491 79.491 79.491 79.560
S1 79.218 79.218 79.625 79.355
S2 78.741 78.741 79.557
S3 77.991 78.468 79.488
S4 77.241 77.718 79.282
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 79.765 78.430 1.335 1.7% 0.525 0.7% 95% True False 26,744
10 79.765 78.430 1.335 1.7% 0.604 0.8% 95% True False 26,698
20 81.375 78.430 2.945 3.7% 0.637 0.8% 43% False False 25,819
40 82.045 78.430 3.615 4.5% 0.644 0.8% 35% False False 22,197
60 82.045 78.255 3.790 4.8% 0.650 0.8% 38% False False 16,580
80 82.045 75.255 6.790 8.5% 0.623 0.8% 65% False False 12,441
100 82.045 75.255 6.790 8.5% 0.558 0.7% 65% False False 9,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.141
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.953
2.618 81.729
1.618 80.979
1.000 80.515
0.618 80.229
HIGH 79.765
0.618 79.479
0.500 79.390
0.382 79.302
LOW 79.015
0.618 78.552
1.000 78.265
1.618 77.802
2.618 77.052
4.250 75.828
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 79.593 79.533
PP 79.491 79.371
S1 79.390 79.210

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

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