ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 79.785 79.225 -0.560 -0.7% 79.515
High 79.815 80.095 0.280 0.4% 80.095
Low 79.100 79.195 0.095 0.1% 79.100
Close 79.179 80.084 0.905 1.1% 80.084
Range 0.715 0.900 0.185 25.9% 0.995
ATR 0.573 0.598 0.024 4.3% 0.000
Volume 24,709 28,393 3,684 14.9% 125,782
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.491 82.188 80.579
R3 81.591 81.288 80.332
R2 80.691 80.691 80.249
R1 80.388 80.388 80.167 80.540
PP 79.791 79.791 79.791 79.867
S1 79.488 79.488 80.002 79.640
S2 78.891 78.891 79.919
S3 77.991 78.588 79.837
S4 77.091 77.688 79.589
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.745 82.409 80.631
R3 81.750 81.414 80.358
R2 80.755 80.755 80.266
R1 80.419 80.419 80.175 80.587
PP 79.760 79.760 79.760 79.844
S1 79.424 79.424 79.993 79.592
S2 78.765 78.765 79.902
S3 77.770 78.429 79.810
S4 76.775 77.434 79.537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.095 79.100 0.995 1.2% 0.579 0.7% 99% True False 25,156
10 80.095 78.120 1.975 2.5% 0.547 0.7% 99% True False 27,492
20 80.240 78.120 2.120 2.6% 0.564 0.7% 93% False False 28,131
40 82.045 78.120 3.925 4.9% 0.622 0.8% 50% False False 26,633
60 82.045 78.120 3.925 4.9% 0.625 0.8% 50% False False 24,112
80 82.045 78.120 3.925 4.9% 0.619 0.8% 50% False False 18,449
100 82.045 75.255 6.790 8.5% 0.603 0.8% 71% False False 14,764
120 82.045 75.255 6.790 8.5% 0.548 0.7% 71% False False 12,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.075
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 83.920
2.618 82.451
1.618 81.551
1.000 80.995
0.618 80.651
HIGH 80.095
0.618 79.751
0.500 79.645
0.382 79.539
LOW 79.195
0.618 78.639
1.000 78.295
1.618 77.739
2.618 76.839
4.250 75.370
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 79.938 79.922
PP 79.791 79.760
S1 79.645 79.598

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

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