ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 77.875 77.840 -0.035 0.0% 78.557
High 77.900 77.980 0.080 0.1% 78.557
Low 77.820 77.840 0.020 0.0% 77.262
Close 77.948 78.279 0.331 0.4% 77.262
Range 0.080 0.140 0.060 75.0% 1.295
ATR 0.431 0.410 -0.021 -4.8% 0.000
Volume 1 4 3 300.0% 1,503
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.453 78.506 78.356
R3 78.313 78.366 78.318
R2 78.173 78.173 78.305
R1 78.226 78.226 78.292 78.200
PP 78.033 78.033 78.033 78.020
S1 78.086 78.086 78.266 78.060
S2 77.893 77.893 78.253
S3 77.753 77.946 78.241
S4 77.613 77.806 78.202
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 81.579 80.715 77.974
R3 80.284 79.420 77.618
R2 78.989 78.989 77.499
R1 78.125 78.125 77.381 77.910
PP 77.694 77.694 77.694 77.586
S1 76.830 76.830 77.143 76.615
S2 76.399 76.399 77.025
S3 75.104 75.535 76.906
S4 73.809 74.240 76.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.980 77.262 0.718 0.9% 0.105 0.1% 142% True False 101
10 78.557 77.140 1.417 1.8% 0.053 0.1% 80% False False 151
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 0.003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.575
2.618 78.347
1.618 78.207
1.000 78.120
0.618 78.067
HIGH 77.980
0.618 77.927
0.500 77.910
0.382 77.893
LOW 77.840
0.618 77.753
1.000 77.700
1.618 77.613
2.618 77.473
4.250 77.245
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 78.156 78.153
PP 78.033 78.026
S1 77.910 77.900

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

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