ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 80.630 80.230 -0.400 -0.5% 80.025
High 80.725 80.385 -0.340 -0.4% 80.725
Low 80.025 79.730 -0.295 -0.4% 79.690
Close 80.136 79.734 -0.402 -0.5% 79.734
Range 0.700 0.655 -0.045 -6.4% 1.035
ATR 0.585 0.590 0.005 0.9% 0.000
Volume 21,511 2,045 -19,466 -90.5% 123,598
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.915 81.479 80.094
R3 81.260 80.824 79.914
R2 80.605 80.605 79.854
R1 80.169 80.169 79.794 80.060
PP 79.950 79.950 79.950 79.895
S1 79.514 79.514 79.674 79.405
S2 79.295 79.295 79.614
S3 78.640 78.859 79.554
S4 77.985 78.204 79.374
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.155 82.479 80.303
R3 82.120 81.444 80.019
R2 81.085 81.085 79.924
R1 80.409 80.409 79.829 80.230
PP 80.050 80.050 80.050 79.960
S1 79.374 79.374 79.639 79.195
S2 79.015 79.015 79.544
S3 77.980 78.339 79.449
S4 76.945 77.304 79.165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.725 79.690 1.035 1.3% 0.562 0.7% 4% False False 24,719
10 80.725 79.100 1.625 2.0% 0.571 0.7% 39% False False 24,938
20 80.725 78.120 2.605 3.3% 0.537 0.7% 62% False False 26,809
40 80.725 78.120 2.605 3.3% 0.593 0.7% 62% False False 26,929
60 82.045 78.120 3.925 4.9% 0.620 0.8% 41% False False 24,004
80 82.045 78.120 3.925 4.9% 0.633 0.8% 41% False False 19,993
100 82.045 75.255 6.790 8.5% 0.611 0.8% 66% False False 15,999
120 82.045 75.255 6.790 8.5% 0.561 0.7% 66% False False 13,334
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 0.089
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.169
2.618 82.100
1.618 81.445
1.000 81.040
0.618 80.790
HIGH 80.385
0.618 80.135
0.500 80.058
0.382 79.980
LOW 79.730
0.618 79.325
1.000 79.075
1.618 78.670
2.618 78.015
4.250 76.946
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 80.058 80.228
PP 79.950 80.063
S1 79.842 79.899

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

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