ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 01-Mar-2013

Day Change Summary
	Previous	Current
	28-Feb-2013	01-Mar-2013	Change	Change %	Previous Week
Open	81.605	82.010	0.405	0.5%	81.705
High	82.075	82.580	0.505	0.6%	82.580
Low	81.535	81.850	0.315	0.4%	81.165
Close	82.003	82.358	0.355	0.4%	82.358
Range	0.540	0.730	0.190	35.2%	1.415
ATR	0.475	0.493	0.018	3.8%	0.000
Volume	27,994	34,825	6,831	24.4%	199,018

Daily Pivots for day following 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.453	84.135	82.760
R3	83.723	83.405	82.559
R2	82.993	82.993	82.492
R1	82.675	82.675	82.425	82.834
PP	82.263	82.263	82.263	82.342
S1	81.945	81.945	82.291	82.104
S2	81.533	81.533	82.224
S3	80.803	81.215	82.157
S4	80.073	80.485	81.957

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.279	85.734	83.136
R3	84.864	84.319	82.747
R2	83.449	83.449	82.617
R1	82.904	82.904	82.488	83.177
PP	82.034	82.034	82.034	82.171
S1	81.489	81.489	82.228	81.762
S2	80.619	80.619	82.099
S3	79.204	80.074	81.969
S4	77.789	78.659	81.580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.580	81.165	1.415	1.7%	0.589	0.7%	84%	True	False	39,803
10	82.580	80.305	2.275	2.8%	0.540	0.7%	90%	True	False	34,799
20	82.580	78.915	3.665	4.5%	0.496	0.6%	94%	True	False	33,355
40	82.580	78.915	3.665	4.5%	0.463	0.6%	94%	True	False	30,445
60	82.580	78.915	3.665	4.5%	0.445	0.5%	94%	True	False	25,135
80	82.580	78.915	3.665	4.5%	0.411	0.5%	94%	True	False	18,899
100	82.580	78.915	3.665	4.5%	0.375	0.5%	94%	True	False	15,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.125
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.683
2.618	84.491
1.618	83.761
1.000	83.310
0.618	83.031
HIGH	82.580
0.618	82.301
0.500	82.215
0.382	82.129
LOW	81.850
0.618	81.399
1.000	81.120
1.618	80.669
2.618	79.939
4.250	78.748

Fisher Pivots for day following 01-Mar-2013
Pivot	1 day	3 day
R1	82.310	82.258
PP	82.263	82.158
S1	82.215	82.058

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