ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 79.200 79.200 0.000 0.0% 78.950
High 79.360 79.465 0.105 0.1% 80.240
Low 78.895 79.080 0.185 0.2% 78.715
Close 79.175 79.270 0.095 0.1% 79.456
Range 0.465 0.385 -0.080 -17.2% 1.525
ATR 0.640 0.622 -0.018 -2.8% 0.000
Volume 23,373 22,019 -1,354 -5.8% 145,988
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.427 80.233 79.482
R3 80.042 79.848 79.376
R2 79.657 79.657 79.341
R1 79.463 79.463 79.305 79.560
PP 79.272 79.272 79.272 79.320
S1 79.078 79.078 79.235 79.175
S2 78.887 78.887 79.199
S3 78.502 78.693 79.164
S4 78.117 78.308 79.058
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% 0.544 0.7% 28% False False 27,619
10 80.240 78.430 1.810 2.3% 0.535 0.7% 46% False False 27,181
20 80.505 78.430 2.075 2.6% 0.617 0.8% 40% False False 27,305
40 82.045 78.430 3.615 4.6% 0.633 0.8% 23% False False 22,834
60 82.045 78.255 3.790 4.8% 0.659 0.8% 27% False False 18,879
80 82.045 75.500 6.545 8.3% 0.620 0.8% 58% False False 14,167
100 82.045 75.255 6.790 8.6% 0.571 0.7% 59% False False 11,335
120 82.045 75.255 6.790 8.6% 0.495 0.6% 59% False False 9,459
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.166
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.101
2.618 80.473
1.618 80.088
1.000 79.850
0.618 79.703
HIGH 79.465
0.618 79.318
0.500 79.273
0.382 79.227
LOW 79.080
0.618 78.842
1.000 78.695
1.618 78.457
2.618 78.072
4.250 77.444
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 79.273 79.262
PP 79.272 79.253
S1 79.271 79.245

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

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