ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 80.460 81.175 0.715 0.9% 80.275
High 81.230 81.625 0.395 0.5% 80.710
Low 80.350 81.125 0.775 1.0% 79.915
Close 81.155 81.551 0.396 0.5% 80.576
Range 0.880 0.500 -0.380 -43.2% 0.795
ATR 0.447 0.451 0.004 0.8% 0.000
Volume 40,939 39,689 -1,250 -3.1% 139,220
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 82.934 82.742 81.826
R3 82.434 82.242 81.689
R2 81.934 81.934 81.643
R1 81.742 81.742 81.597 81.838
PP 81.434 81.434 81.434 81.482
S1 81.242 81.242 81.505 81.338
S2 80.934 80.934 81.459
S3 80.434 80.742 81.414
S4 79.934 80.242 81.276
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 82.785 82.476 81.013
R3 81.990 81.681 80.795
R2 81.195 81.195 80.722
R1 80.886 80.886 80.649 81.041
PP 80.400 80.400 80.400 80.478
S1 80.091 80.091 80.503 80.246
S2 79.605 79.605 80.430
S3 78.810 79.296 80.357
S4 78.015 78.501 80.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.625 80.145 1.480 1.8% 0.515 0.6% 95% True False 29,969
10 81.625 79.580 2.045 2.5% 0.493 0.6% 96% True False 30,701
20 81.625 78.915 2.710 3.3% 0.426 0.5% 97% True False 29,386
40 81.625 78.915 2.710 3.3% 0.438 0.5% 97% True False 26,625
60 81.625 78.915 2.710 3.3% 0.421 0.5% 97% True False 21,289
80 81.700 78.915 2.785 3.4% 0.385 0.5% 95% False False 15,999
100 81.700 78.915 2.785 3.4% 0.351 0.4% 95% False False 12,807
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 0.110
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.750
2.618 82.934
1.618 82.434
1.000 82.125
0.618 81.934
HIGH 81.625
0.618 81.434
0.500 81.375
0.382 81.316
LOW 81.125
0.618 80.816
1.000 80.625
1.618 80.316
2.618 79.816
4.250 79.000
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 81.492 81.363
PP 81.434 81.175
S1 81.375 80.988

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

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