ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 81.930 81.940 0.010 0.0% 80.745
High 82.035 81.985 -0.050 -0.1% 81.700
Low 81.630 81.555 -0.075 -0.1% 80.350
Close 81.940 81.672 -0.268 -0.3% 81.585
Range 0.405 0.430 0.025 6.2% 1.350
ATR 0.473 0.470 -0.003 -0.6% 0.000
Volume 46,514 38,846 -7,668 -16.5% 129,578
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 83.027 82.780 81.909
R3 82.597 82.350 81.790
R2 82.167 82.167 81.751
R1 81.920 81.920 81.711 81.829
PP 81.737 81.737 81.737 81.692
S1 81.490 81.490 81.633 81.399
S2 81.307 81.307 81.593
S3 80.877 81.060 81.554
S4 80.447 80.630 81.436
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 85.262 84.773 82.328
R3 83.912 83.423 81.956
R2 82.562 82.562 81.833
R1 82.073 82.073 81.709 82.318
PP 81.212 81.212 81.212 81.334
S1 80.723 80.723 81.461 80.968
S2 79.862 79.862 81.338
S3 78.512 79.373 81.214
S4 77.162 78.023 80.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.035 81.125 0.910 1.1% 0.523 0.6% 60% False False 41,839
10 82.035 79.915 2.120 2.6% 0.503 0.6% 83% False False 34,782
20 82.035 78.915 3.120 3.8% 0.467 0.6% 88% False False 33,481
40 82.035 78.915 3.120 3.8% 0.452 0.6% 88% False False 29,641
60 82.035 78.915 3.120 3.8% 0.436 0.5% 88% False False 24,094
80 82.035 78.915 3.120 3.8% 0.403 0.5% 88% False False 18,116
100 82.035 78.915 3.120 3.8% 0.365 0.4% 88% False False 14,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.121
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.813
2.618 83.111
1.618 82.681
1.000 82.415
0.618 82.251
HIGH 81.985
0.618 81.821
0.500 81.770
0.382 81.719
LOW 81.555
0.618 81.289
1.000 81.125
1.618 80.859
2.618 80.429
4.250 79.728
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 81.770 81.648
PP 81.737 81.624
S1 81.705 81.600

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

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