ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 79.345 78.680 -0.665 -0.8% 79.200
High 79.370 78.820 -0.550 -0.7% 79.465
Low 78.655 78.260 -0.395 -0.5% 78.260
Close 78.886 78.401 -0.485 -0.6% 78.401
Range 0.715 0.560 -0.155 -21.7% 1.205
ATR 0.628 0.628 0.000 0.0% 0.000
Volume 33,931 34,096 165 0.5% 113,419
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.174 79.847 78.709
R3 79.614 79.287 78.555
R2 79.054 79.054 78.504
R1 78.727 78.727 78.452 78.611
PP 78.494 78.494 78.494 78.435
S1 78.167 78.167 78.350 78.051
S2 77.934 77.934 78.298
S3 77.374 77.607 78.247
S4 76.814 77.047 78.093
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.324 81.567 79.064
R3 81.119 80.362 78.732
R2 79.914 79.914 78.622
R1 79.157 79.157 78.511 78.933
PP 78.709 78.709 78.709 78.597
S1 77.952 77.952 78.291 77.728
S2 77.504 77.504 78.180
S3 76.299 76.747 78.070
S4 75.094 75.542 77.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.595 78.260 1.335 1.7% 0.493 0.6% 11% False True 27,533
10 80.240 78.260 1.980 2.5% 0.582 0.7% 7% False True 28,769
20 80.240 78.260 1.980 2.5% 0.608 0.8% 7% False True 27,455
40 82.045 78.260 3.785 4.8% 0.652 0.8% 4% False True 24,214
60 82.045 78.255 3.790 4.8% 0.662 0.8% 4% False False 20,009
80 82.045 77.000 5.045 6.4% 0.620 0.8% 28% False False 15,016
100 82.045 75.255 6.790 8.7% 0.580 0.7% 46% False False 12,016
120 82.045 75.255 6.790 8.7% 0.505 0.6% 46% False False 10,026
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 0.160
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.200
2.618 80.286
1.618 79.726
1.000 79.380
0.618 79.166
HIGH 78.820
0.618 78.606
0.500 78.540
0.382 78.474
LOW 78.260
0.618 77.914
1.000 77.700
1.618 77.354
2.618 76.794
4.250 75.880
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 78.540 78.863
PP 78.494 78.709
S1 78.447 78.555

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

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