ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 77.840 79.385 1.545 2.0% 78.557
High 77.980 79.650 1.670 2.1% 78.557
Low 77.840 79.385 1.545 2.0% 77.262
Close 78.279 79.540 1.261 1.6% 77.262
Range 0.140 0.265 0.125 89.3% 1.295
ATR 0.410 0.479 0.069 16.7% 0.000
Volume 4 20 16 400.0% 1,503
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.320 80.195 79.686
R3 80.055 79.930 79.613
R2 79.790 79.790 79.589
R1 79.665 79.665 79.564 79.728
PP 79.525 79.525 79.525 79.556
S1 79.400 79.400 79.516 79.463
S2 79.260 79.260 79.491
S3 78.995 79.135 79.467
S4 78.730 78.870 79.394
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 79.650 77.262 2.388 3.0% 0.097 0.1% 95% True False 5
10 79.650 77.262 2.388 3.0% 0.079 0.1% 95% True False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 80.776
2.618 80.344
1.618 80.079
1.000 79.915
0.618 79.814
HIGH 79.650
0.618 79.549
0.500 79.518
0.382 79.486
LOW 79.385
0.618 79.221
1.000 79.120
1.618 78.956
2.618 78.691
4.250 78.259
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 79.533 79.272
PP 79.525 79.003
S1 79.518 78.735

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

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