ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 79.235 79.800 0.565 0.7% 78.790
High 79.860 80.400 0.540 0.7% 79.860
Low 79.235 79.605 0.370 0.5% 78.420
Close 79.797 79.725 -0.072 -0.1% 79.797
Range 0.625 0.795 0.170 27.2% 1.440
ATR 0.508 0.529 0.020 4.0% 0.000
Volume 150 703 553 368.7% 790
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.295 81.805 80.162
R3 81.500 81.010 79.944
R2 80.705 80.705 79.871
R1 80.215 80.215 79.798 80.063
PP 79.910 79.910 79.910 79.834
S1 79.420 79.420 79.652 79.268
S2 79.115 79.115 79.579
S3 78.320 78.625 79.506
S4 77.525 77.830 79.288
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.679 83.178 80.589
R3 82.239 81.738 80.193
R2 80.799 80.799 80.061
R1 80.298 80.298 79.929 80.549
PP 79.359 79.359 79.359 79.484
S1 78.858 78.858 79.665 79.109
S2 77.919 77.919 79.533
S3 76.479 77.418 79.401
S4 75.039 75.978 79.005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.400 78.420 1.980 2.5% 0.601 0.8% 66% True False 265
10 80.400 78.420 1.980 2.5% 0.524 0.7% 66% True False 180
20 80.585 78.420 2.165 2.7% 0.467 0.6% 60% False False 126
40 82.286 78.420 3.866 4.8% 0.284 0.4% 34% False False 67
60 82.286 78.420 3.866 4.8% 0.219 0.3% 34% False False 58
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 0.115
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.779
2.618 82.481
1.618 81.686
1.000 81.195
0.618 80.891
HIGH 80.400
0.618 80.096
0.500 80.003
0.382 79.909
LOW 79.605
0.618 79.114
1.000 78.810
1.618 78.319
2.618 77.524
4.250 76.226
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 80.003 79.717
PP 79.910 79.708
S1 79.818 79.700

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

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