ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 78.800 78.825 0.025 0.0% 78.450
High 78.995 79.515 0.520 0.7% 79.515
Low 78.690 78.790 0.100 0.1% 78.120
Close 78.825 79.462 0.637 0.8% 79.462
Range 0.305 0.725 0.420 137.7% 1.395
ATR 0.586 0.596 0.010 1.7% 0.000
Volume 20,819 30,122 9,303 44.7% 149,141
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.431 81.171 79.861
R3 80.706 80.446 79.661
R2 79.981 79.981 79.595
R1 79.721 79.721 79.528 79.851
PP 79.256 79.256 79.256 79.321
S1 78.996 78.996 79.396 79.126
S2 78.531 78.531 79.329
S3 77.806 78.271 79.263
S4 77.081 77.546 79.063
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.217 82.735 80.229
R3 81.822 81.340 79.846
R2 80.427 80.427 79.718
R1 79.945 79.945 79.590 80.186
PP 79.032 79.032 79.032 79.153
S1 78.550 78.550 79.334 78.791
S2 77.637 77.637 79.206
S3 76.242 77.155 79.078
S4 74.847 75.760 78.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.515 78.120 1.395 1.8% 0.515 0.6% 96% True False 29,828
10 79.595 78.120 1.475 1.9% 0.504 0.6% 91% False False 28,680
20 80.240 78.120 2.120 2.7% 0.561 0.7% 63% False False 28,388
40 82.045 78.120 3.925 4.9% 0.632 0.8% 34% False False 25,864
60 82.045 78.120 3.925 4.9% 0.637 0.8% 34% False False 22,461
80 82.045 77.330 4.715 5.9% 0.616 0.8% 45% False False 16,879
100 82.045 75.255 6.790 8.5% 0.590 0.7% 62% False False 13,507
120 82.045 75.255 6.790 8.5% 0.527 0.7% 62% False False 11,269
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 0.094
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.596
2.618 81.413
1.618 80.688
1.000 80.240
0.618 79.963
HIGH 79.515
0.618 79.238
0.500 79.153
0.382 79.067
LOW 78.790
0.618 78.342
1.000 78.065
1.618 77.617
2.618 76.892
4.250 75.709
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 79.359 79.247
PP 79.256 79.032
S1 79.153 78.818

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

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