ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 79.485 79.200 -0.285 -0.4% 78.950
High 79.595 79.360 -0.235 -0.3% 80.240
Low 79.255 78.895 -0.360 -0.5% 78.715
Close 79.456 79.175 -0.281 -0.4% 79.456
Range 0.340 0.465 0.125 36.8% 1.525
ATR 0.646 0.640 -0.006 -0.9% 0.000
Volume 24,246 23,373 -873 -3.6% 145,988
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.538 80.322 79.431
R3 80.073 79.857 79.303
R2 79.608 79.608 79.260
R1 79.392 79.392 79.218 79.268
PP 79.143 79.143 79.143 79.081
S1 78.927 78.927 79.132 78.803
S2 78.678 78.678 79.090
S3 78.213 78.462 79.047
S4 77.748 77.997 78.919
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 84.045 83.276 80.295
R3 82.520 81.751 79.875
R2 80.995 80.995 79.736
R1 80.226 80.226 79.596 80.611
PP 79.470 79.470 79.470 79.663
S1 78.701 78.701 79.316 79.086
S2 77.945 77.945 79.176
S3 76.420 77.176 79.037
S4 74.895 75.651 78.617
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.240 78.895 1.345 1.7% 0.617 0.8% 21% False True 29,714
10 80.240 78.430 1.810 2.3% 0.576 0.7% 41% False False 28,424
20 80.505 78.430 2.075 2.6% 0.625 0.8% 36% False False 27,449
40 82.045 78.430 3.615 4.6% 0.637 0.8% 21% False False 22,614
60 82.045 78.255 3.790 4.8% 0.657 0.8% 24% False False 18,513
80 82.045 75.255 6.790 8.6% 0.629 0.8% 58% False False 13,892
100 82.045 75.255 6.790 8.6% 0.570 0.7% 58% False False 11,115
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 0.171
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.336
2.618 80.577
1.618 80.112
1.000 79.825
0.618 79.647
HIGH 79.360
0.618 79.182
0.500 79.128
0.382 79.073
LOW 78.895
0.618 78.608
1.000 78.430
1.618 78.143
2.618 77.678
4.250 76.919
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 79.159 79.568
PP 79.143 79.437
S1 79.128 79.306

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

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