ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 13-Feb-2012

Day Change Summary
	Previous	Current
	10-Feb-2012	13-Feb-2012	Change	Change %	Previous Week
Open	78.655	78.950	0.295	0.4%	79.190
High	79.315	79.125	-0.190	-0.2%	79.645
Low	78.655	78.715	0.060	0.1%	78.430
Close	79.226	79.045	-0.181	-0.2%	79.226
Range	0.660	0.410	-0.250	-37.9%	1.215
ATR	0.656	0.646	-0.010	-1.6%	0.000
Volume	28,290	20,787	-7,503	-26.5%	133,434

Daily Pivots for day following 13-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.192	80.028	79.271
R3	79.782	79.618	79.158
R2	79.372	79.372	79.120
R1	79.208	79.208	79.083	79.290
PP	78.962	78.962	78.962	79.003
S1	78.798	78.798	79.007	78.880
S2	78.552	78.552	78.970
S3	78.142	78.388	78.932
S4	77.732	77.978	78.820

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.745	82.201	79.894
R3	81.530	80.986	79.560
R2	80.315	80.315	79.449
R1	79.771	79.771	79.337	80.043
PP	79.100	79.100	79.100	79.237
S1	78.556	78.556	79.115	78.828
S2	77.885	77.885	79.003
S3	76.670	77.341	78.892
S4	75.455	76.126	78.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.370	78.430	0.940	1.2%	0.535	0.7%	65%	False	False	27,133
10	79.665	78.430	1.235	1.6%	0.606	0.8%	50%	False	False	25,943
20	81.680	78.430	3.250	4.1%	0.633	0.8%	19%	False	False	25,205
40	82.045	78.430	3.615	4.6%	0.639	0.8%	17%	False	False	22,034
60	82.045	78.255	3.790	4.8%	0.645	0.8%	21%	False	False	16,039
80	82.045	75.255	6.790	8.6%	0.613	0.8%	56%	False	False	12,035
100	82.045	75.255	6.790	8.6%	0.554	0.7%	56%	False	False	9,630

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.868
2.618	80.198
1.618	79.788
1.000	79.535
0.618	79.378
HIGH	79.125
0.618	78.968
0.500	78.920
0.382	78.872
LOW	78.715
0.618	78.462
1.000	78.305
1.618	78.052
2.618	77.642
4.250	76.973

Fisher Pivots for day following 13-Feb-2012
Pivot	1 day	3 day
R1	79.003	78.988
PP	78.962	78.930
S1	78.920	78.873

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols