ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 79.820 80.150 0.330 0.4% 79.515
High 80.345 80.620 0.275 0.3% 80.095
Low 79.690 80.135 0.445 0.6% 79.100
Close 80.210 80.536 0.326 0.4% 80.084
Range 0.655 0.485 -0.170 -26.0% 0.995
ATR 0.583 0.576 -0.007 -1.2% 0.000
Volume 38,075 38,980 905 2.4% 125,782
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.885 81.696 80.803
R3 81.400 81.211 80.669
R2 80.915 80.915 80.625
R1 80.726 80.726 80.580 80.821
PP 80.430 80.430 80.430 80.478
S1 80.241 80.241 80.492 80.336
S2 79.945 79.945 80.447
S3 79.460 79.756 80.403
S4 78.975 79.271 80.269
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 80.620 79.100 1.520 1.9% 0.614 0.8% 94% True False 30,628
10 80.620 78.690 1.930 2.4% 0.538 0.7% 96% True False 27,676
20 80.620 78.120 2.500 3.1% 0.546 0.7% 97% True False 29,054
40 81.375 78.120 3.255 4.0% 0.591 0.7% 74% False False 27,436
60 82.045 78.120 3.925 4.9% 0.611 0.8% 62% False False 24,483
80 82.045 78.120 3.925 4.9% 0.624 0.8% 62% False False 19,698
100 82.045 75.255 6.790 8.4% 0.607 0.8% 78% False False 15,764
120 82.045 75.255 6.790 8.4% 0.556 0.7% 78% False False 13,138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.079
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.681
2.618 81.890
1.618 81.405
1.000 81.105
0.618 80.920
HIGH 80.620
0.618 80.435
0.500 80.378
0.382 80.320
LOW 80.135
0.618 79.835
1.000 79.650
1.618 79.350
2.618 78.865
4.250 78.074
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 80.483 80.409
PP 80.430 80.282
S1 80.378 80.155

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

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