ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 79.515 79.370 -0.145 -0.2% 78.450
High 79.640 79.935 0.295 0.4% 79.515
Low 79.285 79.345 0.060 0.1% 78.120
Close 79.365 79.926 0.561 0.7% 79.462
Range 0.355 0.590 0.235 66.2% 1.395
ATR 0.579 0.580 0.001 0.1% 0.000
Volume 19,123 28,183 9,060 47.4% 149,141
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.505 81.306 80.251
R3 80.915 80.716 80.088
R2 80.325 80.325 80.034
R1 80.126 80.126 79.980 80.226
PP 79.735 79.735 79.735 79.785
S1 79.536 79.536 79.872 79.636
S2 79.145 79.145 79.818
S3 78.555 78.946 79.764
S4 77.965 78.356 79.602
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 79.935 78.120 1.815 2.3% 0.557 0.7% 100% True False 26,885
10 79.935 78.120 1.815 2.3% 0.518 0.6% 100% True False 28,649
20 80.240 78.120 2.120 2.7% 0.547 0.7% 85% False False 28,536
40 82.045 78.120 3.925 4.9% 0.615 0.8% 46% False False 25,915
60 82.045 78.120 3.925 4.9% 0.638 0.8% 46% False False 23,225
80 82.045 77.375 4.670 5.8% 0.616 0.8% 55% False False 17,470
100 82.045 75.255 6.790 8.5% 0.596 0.7% 69% False False 13,980
120 82.045 75.255 6.790 8.5% 0.535 0.7% 69% False False 11,655
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 0.082
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.443
2.618 81.480
1.618 80.890
1.000 80.525
0.618 80.300
HIGH 79.935
0.618 79.710
0.500 79.640
0.382 79.570
LOW 79.345
0.618 78.980
1.000 78.755
1.618 78.390
2.618 77.800
4.250 76.838
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 79.831 79.738
PP 79.735 79.550
S1 79.640 79.363

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

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