ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 80.300 80.275 -0.025 0.0% 79.175
High 80.350 80.475 0.125 0.2% 80.350
Low 80.010 80.170 0.160 0.2% 79.170
Close 80.316 80.389 0.073 0.1% 80.316
Range 0.340 0.305 -0.035 -10.3% 1.180
ATR 0.421 0.412 -0.008 -2.0% 0.000
Volume 25,098 29,299 4,201 16.7% 155,502
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 81.260 81.129 80.557
R3 80.955 80.824 80.473
R2 80.650 80.650 80.445
R1 80.519 80.519 80.417 80.585
PP 80.345 80.345 80.345 80.377
S1 80.214 80.214 80.361 80.280
S2 80.040 80.040 80.333
S3 79.735 79.909 80.305
S4 79.430 79.604 80.221
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 83.485 83.081 80.965
R3 82.305 81.901 80.641
R2 81.125 81.125 80.532
R1 80.721 80.721 80.424 80.923
PP 79.945 79.945 79.945 80.047
S1 79.541 79.541 80.208 79.743
S2 78.765 78.765 80.100
S3 77.585 78.361 79.992
S4 76.405 77.181 79.667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.475 79.490 0.985 1.2% 0.427 0.5% 91% True False 31,508
10 80.475 78.915 1.560 1.9% 0.407 0.5% 94% True False 31,499
20 80.475 78.915 1.560 1.9% 0.394 0.5% 94% True False 27,837
40 80.995 78.915 2.080 2.6% 0.412 0.5% 71% False False 25,649
60 81.700 78.915 2.785 3.5% 0.399 0.5% 53% False False 17,871
80 81.700 78.915 2.785 3.5% 0.367 0.5% 53% False False 13,425
100 81.700 78.915 2.785 3.5% 0.326 0.4% 53% False False 10,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.100
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.771
2.618 81.273
1.618 80.968
1.000 80.780
0.618 80.663
HIGH 80.475
0.618 80.358
0.500 80.323
0.382 80.287
LOW 80.170
0.618 79.982
1.000 79.865
1.618 79.677
2.618 79.372
4.250 78.874
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 80.367 80.269
PP 80.345 80.148
S1 80.323 80.028

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

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