ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 07-Mar-2012
Day Change Summary
Previous Current
06-Mar-2012 07-Mar-2012 Change Change % Previous Week
Open 79.725 80.180 0.455 0.6% 78.790
High 80.475 80.405 -0.070 -0.1% 79.860
Low 79.710 80.130 0.420 0.5% 78.420
Close 80.371 80.233 -0.138 -0.2% 79.797
Range 0.765 0.275 -0.490 -64.1% 1.440
ATR 0.546 0.526 -0.019 -3.5% 0.000
Volume 1,920 807 -1,113 -58.0% 790
Daily Pivots for day following 07-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.081 80.932 80.384
R3 80.806 80.657 80.309
R2 80.531 80.531 80.283
R1 80.382 80.382 80.258 80.457
PP 80.256 80.256 80.256 80.293
S1 80.107 80.107 80.208 80.182
S2 79.981 79.981 80.183
S3 79.706 79.832 80.157
S4 79.431 79.557 80.082
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.679 83.178 80.589
R3 82.239 81.738 80.193
R2 80.799 80.799 80.061
R1 80.298 80.298 79.929 80.549
PP 79.359 79.359 79.359 79.484
S1 78.858 78.858 79.665 79.109
S2 77.919 77.919 79.533
S3 76.479 77.418 79.401
S4 75.039 75.978 79.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.475 79.000 1.475 1.8% 0.562 0.7% 84% False False 746
10 80.475 78.420 2.055 2.6% 0.549 0.7% 88% False False 439
20 80.585 78.420 2.165 2.7% 0.462 0.6% 84% False False 260
40 82.286 78.420 3.866 4.8% 0.310 0.4% 47% False False 134
60 82.286 78.420 3.866 4.8% 0.236 0.3% 47% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.574
2.618 81.125
1.618 80.850
1.000 80.680
0.618 80.575
HIGH 80.405
0.618 80.300
0.500 80.268
0.382 80.235
LOW 80.130
0.618 79.960
1.000 79.855
1.618 79.685
2.618 79.410
4.250 78.961
Fisher Pivots for day following 07-Mar-2012
Pivot 1 day 3 day
R1 80.268 80.169
PP 80.256 80.104
S1 80.245 80.040

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

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