ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 79.560 79.860 0.300 0.4% 79.190
High 79.860 80.240 0.380 0.5% 79.645
Low 79.200 79.370 0.170 0.2% 78.430
Close 79.783 79.455 -0.328 -0.4% 79.226
Range 0.660 0.870 0.210 31.8% 1.215
ATR 0.654 0.669 0.015 2.4% 0.000
Volume 33,369 35,088 1,719 5.2% 133,434
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.298 81.747 79.934
R3 81.428 80.877 79.694
R2 80.558 80.558 79.615
R1 80.007 80.007 79.535 79.848
PP 79.688 79.688 79.688 79.609
S1 79.137 79.137 79.375 78.978
S2 78.818 78.818 79.296
S3 77.948 78.267 79.216
S4 77.078 77.397 78.977
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 80.240 78.655 1.585 2.0% 0.670 0.8% 50% True False 30,006
10 80.240 78.430 1.810 2.3% 0.617 0.8% 57% True False 28,095
20 80.635 78.430 2.205 2.8% 0.649 0.8% 46% False False 27,049
40 82.045 78.430 3.615 4.5% 0.662 0.8% 28% False False 22,601
60 82.045 78.255 3.790 4.8% 0.665 0.8% 32% False False 17,720
80 82.045 75.255 6.790 8.5% 0.630 0.8% 62% False False 13,297
100 82.045 75.255 6.790 8.5% 0.565 0.7% 62% False False 10,639
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.184
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 83.938
2.618 82.518
1.618 81.648
1.000 81.110
0.618 80.778
HIGH 80.240
0.618 79.908
0.500 79.805
0.382 79.702
LOW 79.370
0.618 78.832
1.000 78.500
1.618 77.962
2.618 77.092
4.250 75.673
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 79.805 79.628
PP 79.688 79.570
S1 79.572 79.513

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

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