ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 81.705 81.930 0.225 0.3% 80.745
High 82.005 82.035 0.030 0.0% 81.700
Low 81.165 81.630 0.465 0.6% 80.350
Close 81.777 81.940 0.163 0.2% 81.585
Range 0.840 0.405 -0.435 -51.8% 1.350
ATR 0.478 0.473 -0.005 -1.1% 0.000
Volume 50,839 46,514 -4,325 -8.5% 129,578
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 83.083 82.917 82.163
R3 82.678 82.512 82.051
R2 82.273 82.273 82.014
R1 82.107 82.107 81.977 82.190
PP 81.868 81.868 81.868 81.910
S1 81.702 81.702 81.903 81.785
S2 81.463 81.463 81.866
S3 81.058 81.297 81.829
S4 80.653 80.892 81.717
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 85.262 84.773 82.328
R3 83.912 83.423 81.956
R2 82.562 82.562 81.833
R1 82.073 82.073 81.709 82.318
PP 81.212 81.212 81.212 81.334
S1 80.723 80.723 81.461 80.968
S2 79.862 79.862 81.338
S3 78.512 79.373 81.214
S4 77.162 78.023 80.843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.035 80.350 1.685 2.1% 0.613 0.7% 94% True False 42,257
10 82.035 79.915 2.120 2.6% 0.520 0.6% 96% True False 33,685
20 82.035 78.915 3.120 3.8% 0.464 0.6% 97% True False 32,592
40 82.035 78.915 3.120 3.8% 0.451 0.5% 97% True False 29,052
60 82.035 78.915 3.120 3.8% 0.433 0.5% 97% True False 23,451
80 82.035 78.915 3.120 3.8% 0.400 0.5% 97% True False 17,631
100 82.035 78.915 3.120 3.8% 0.366 0.4% 97% True False 14,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.134
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.756
2.618 83.095
1.618 82.690
1.000 82.440
0.618 82.285
HIGH 82.035
0.618 81.880
0.500 81.833
0.382 81.785
LOW 81.630
0.618 81.380
1.000 81.225
1.618 80.975
2.618 80.570
4.250 79.909
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 81.904 81.827
PP 81.868 81.713
S1 81.833 81.600

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

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