ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 82.165 82.760 0.595 0.7% 82.355
High 82.945 82.885 -0.060 -0.1% 82.945
Low 82.105 82.530 0.425 0.5% 81.955
Close 82.731 82.580 -0.151 -0.2% 82.731
Range 0.840 0.355 -0.485 -57.7% 0.990
ATR 0.518 0.507 -0.012 -2.3% 0.000
Volume 39,053 31,263 -7,790 -19.9% 145,041
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 83.730 83.510 82.775
R3 83.375 83.155 82.678
R2 83.020 83.020 82.645
R1 82.800 82.800 82.613 82.733
PP 82.665 82.665 82.665 82.631
S1 82.445 82.445 82.547 82.378
S2 82.310 82.310 82.515
S3 81.955 82.090 82.482
S4 81.600 81.735 82.385
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 85.514 85.112 83.276
R3 84.524 84.122 83.003
R2 83.534 83.534 82.913
R1 83.132 83.132 82.822 83.333
PP 82.544 82.544 82.544 82.644
S1 82.142 82.142 82.640 82.343
S2 81.554 81.554 82.550
S3 80.564 81.152 82.459
S4 79.574 80.162 82.187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.945 81.955 0.990 1.2% 0.566 0.7% 63% False False 31,308
10 82.945 81.535 1.410 1.7% 0.524 0.6% 74% False False 32,448
20 82.945 79.915 3.030 3.7% 0.517 0.6% 88% False False 32,206
40 82.945 78.915 4.030 4.9% 0.459 0.6% 91% False False 30,044
60 82.945 78.915 4.030 4.9% 0.456 0.6% 91% False False 27,778
80 82.945 78.915 4.030 4.9% 0.427 0.5% 91% False False 21,089
100 82.945 78.915 4.030 4.9% 0.396 0.5% 91% False False 16,889
120 82.945 78.915 4.030 4.9% 0.355 0.4% 91% False False 14,078
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.083
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.394
2.618 83.814
1.618 83.459
1.000 83.240
0.618 83.104
HIGH 82.885
0.618 82.749
0.500 82.708
0.382 82.666
LOW 82.530
0.618 82.311
1.000 82.175
1.618 81.956
2.618 81.601
4.250 81.021
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 82.708 82.543
PP 82.665 82.507
S1 82.623 82.470

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

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