ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 79.200 79.560 0.360 0.5% 79.190
High 79.765 79.860 0.095 0.1% 79.645
Low 79.015 79.200 0.185 0.2% 78.430
Close 79.694 79.783 0.089 0.1% 79.226
Range 0.750 0.660 -0.090 -12.0% 1.215
ATR 0.653 0.654 0.000 0.1% 0.000
Volume 32,498 33,369 871 2.7% 133,434
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.594 81.349 80.146
R3 80.934 80.689 79.965
R2 80.274 80.274 79.904
R1 80.029 80.029 79.844 80.152
PP 79.614 79.614 79.614 79.676
S1 79.369 79.369 79.723 79.492
S2 78.954 78.954 79.662
S3 78.294 78.709 79.602
S4 77.634 78.049 79.420
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 79.860 78.430 1.430 1.8% 0.588 0.7% 95% True False 28,301
10 79.860 78.430 1.430 1.8% 0.578 0.7% 95% True False 26,551
20 80.805 78.430 2.375 3.0% 0.634 0.8% 57% False False 26,376
40 82.045 78.430 3.615 4.5% 0.650 0.8% 37% False False 22,139
60 82.045 78.255 3.790 4.8% 0.657 0.8% 40% False False 17,136
80 82.045 75.255 6.790 8.5% 0.623 0.8% 67% False False 12,859
100 82.045 75.255 6.790 8.5% 0.565 0.7% 67% False False 10,288
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 False
Bear Hook False
Bull Hook False
Stretch 0.152
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.665
2.618 81.588
1.618 80.928
1.000 80.520
0.618 80.268
HIGH 79.860
0.618 79.608
0.500 79.530
0.382 79.452
LOW 79.200
0.618 78.792
1.000 78.540
1.618 78.132
2.618 77.472
4.250 76.395
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 79.699 79.618
PP 79.614 79.453
S1 79.530 79.288

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

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