ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 82.010 82.355 0.345 0.4% 81.705
High 82.580 82.530 -0.050 -0.1% 82.580
Low 81.850 82.230 0.380 0.5% 81.165
Close 82.358 82.255 -0.103 -0.1% 82.358
Range 0.730 0.300 -0.430 -58.9% 1.415
ATR 0.493 0.479 -0.014 -2.8% 0.000
Volume 34,825 19,760 -15,065 -43.3% 199,018
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 83.238 83.047 82.420
R3 82.938 82.747 82.338
R2 82.638 82.638 82.310
R1 82.447 82.447 82.283 82.393
PP 82.338 82.338 82.338 82.311
S1 82.147 82.147 82.228 82.093
S2 82.038 82.038 82.200
S3 81.738 81.847 82.173
S4 81.438 81.547 82.090
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 86.279 85.734 83.136
R3 84.864 84.319 82.747
R2 83.449 83.449 82.617
R1 82.904 82.904 82.488 83.177
PP 82.034 82.034 82.034 82.171
S1 81.489 81.489 82.228 81.762
S2 80.619 80.619 82.099
S3 79.204 80.074 81.969
S4 77.789 78.659 81.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.580 81.535 1.045 1.3% 0.481 0.6% 69% False False 33,587
10 82.580 80.350 2.230 2.7% 0.533 0.6% 85% False False 34,835
20 82.580 79.170 3.410 4.1% 0.490 0.6% 90% False False 32,153
40 82.580 78.915 3.665 4.5% 0.454 0.6% 91% False False 30,098
60 82.580 78.915 3.665 4.5% 0.444 0.5% 91% False False 25,438
80 82.580 78.915 3.665 4.5% 0.411 0.5% 91% False False 19,145
100 82.580 78.915 3.665 4.5% 0.376 0.5% 91% False False 15,325
120 82.580 78.915 3.665 4.5% 0.340 0.4% 91% False False 12,786
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 0.120
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.805
2.618 83.315
1.618 83.015
1.000 82.830
0.618 82.715
HIGH 82.530
0.618 82.415
0.500 82.380
0.382 82.345
LOW 82.230
0.618 82.045
1.000 81.930
1.618 81.745
2.618 81.445
4.250 80.955
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 82.380 82.189
PP 82.338 82.123
S1 82.297 82.058

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

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