ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 78.450 78.550 0.100 0.1% 79.200
High 78.715 78.640 -0.075 -0.1% 79.465
Low 78.400 78.220 -0.180 -0.2% 78.260
Close 78.578 78.300 -0.278 -0.4% 78.401
Range 0.315 0.420 0.105 33.3% 1.205
ATR 0.606 0.592 -0.013 -2.2% 0.000
Volume 34,098 27,923 -6,175 -18.1% 113,419
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 79.647 79.393 78.531
R3 79.227 78.973 78.416
R2 78.807 78.807 78.377
R1 78.553 78.553 78.339 78.470
PP 78.387 78.387 78.387 78.345
S1 78.133 78.133 78.262 78.050
S2 77.967 77.967 78.223
S3 77.547 77.713 78.185
S4 77.127 77.293 78.069
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 79.465 78.220 1.245 1.6% 0.479 0.6% 6% False True 30,413
10 80.240 78.220 2.020 2.6% 0.548 0.7% 4% False True 30,064
20 80.240 78.220 2.020 2.6% 0.577 0.7% 4% False True 28,003
40 82.045 78.220 3.825 4.9% 0.632 0.8% 2% False True 24,850
60 82.045 78.220 3.825 4.9% 0.634 0.8% 2% False True 21,037
80 82.045 77.160 4.885 6.2% 0.615 0.8% 23% False False 15,791
100 82.045 75.255 6.790 8.7% 0.583 0.7% 45% False False 12,636
120 82.045 75.255 6.790 8.7% 0.511 0.7% 45% False False 10,543
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.156
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.425
2.618 79.740
1.618 79.320
1.000 79.060
0.618 78.900
HIGH 78.640
0.618 78.480
0.500 78.430
0.382 78.380
LOW 78.220
0.618 77.960
1.000 77.800
1.618 77.540
2.618 77.120
4.250 76.435
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 78.430 78.520
PP 78.387 78.447
S1 78.343 78.373

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

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