ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 79.830 79.785 -0.045 -0.1% 78.450
High 79.980 79.815 -0.165 -0.2% 79.515
Low 79.645 79.100 -0.545 -0.7% 78.120
Close 79.763 79.179 -0.584 -0.7% 79.462
Range 0.335 0.715 0.380 113.4% 1.395
ATR 0.562 0.573 0.011 1.9% 0.000
Volume 25,374 24,709 -665 -2.6% 149,141
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.510 81.059 79.572
R3 80.795 80.344 79.376
R2 80.080 80.080 79.310
R1 79.629 79.629 79.245 79.497
PP 79.365 79.365 79.365 79.299
S1 78.914 78.914 79.113 78.782
S2 78.650 78.650 79.048
S3 77.935 78.199 78.982
S4 77.220 77.484 78.786
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 79.980 78.790 1.190 1.5% 0.544 0.7% 33% False False 25,502
10 79.980 78.120 1.860 2.3% 0.513 0.6% 57% False False 28,062
20 80.240 78.120 2.120 2.7% 0.542 0.7% 50% False False 28,039
40 82.045 78.120 3.925 5.0% 0.617 0.8% 27% False False 26,408
60 82.045 78.120 3.925 5.0% 0.629 0.8% 27% False False 23,934
80 82.045 77.400 4.645 5.9% 0.613 0.8% 38% False False 18,095
100 82.045 75.255 6.790 8.6% 0.600 0.8% 58% False False 14,480
120 82.045 75.255 6.790 8.6% 0.541 0.7% 58% False False 12,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.086
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.854
2.618 81.687
1.618 80.972
1.000 80.530
0.618 80.257
HIGH 79.815
0.618 79.542
0.500 79.458
0.382 79.373
LOW 79.100
0.618 78.658
1.000 78.385
1.618 77.943
2.618 77.228
4.250 76.061
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 79.458 79.540
PP 79.365 79.420
S1 79.272 79.299

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

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