ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 80.490 80.375 -0.115 -0.1% 79.810
High 80.490 80.375 -0.115 -0.1% 80.150
Low 80.490 79.875 -0.615 -0.8% 78.530
Close 80.584 79.865 -0.719 -0.9% 79.555
Range 0.000 0.500 0.500 1.620
ATR 0.483 0.499 0.016 3.3% 0.000
Volume 3 1 -2 -66.7% 31
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.538 81.202 80.140
R3 81.038 80.702 80.003
R2 80.538 80.538 79.957
R1 80.202 80.202 79.911 80.120
PP 80.038 80.038 80.038 79.998
S1 79.702 79.702 79.819 79.620
S2 79.538 79.538 79.773
S3 79.038 79.202 79.728
S4 78.538 78.702 79.590
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.272 83.533 80.446
R3 82.652 81.913 80.001
R2 81.032 81.032 79.852
R1 80.293 80.293 79.704 79.853
PP 79.412 79.412 79.412 79.191
S1 78.673 78.673 79.407 78.233
S2 77.792 77.792 79.258
S3 76.172 77.053 79.110
S4 74.552 75.433 78.664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.490 78.605 1.885 2.4% 0.223 0.3% 67% False False 3
10 80.490 78.530 1.960 2.5% 0.256 0.3% 68% False False 6
20 80.490 77.140 3.350 4.2% 0.154 0.2% 81% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.500
2.618 81.684
1.618 81.184
1.000 80.875
0.618 80.684
HIGH 80.375
0.618 80.184
0.500 80.125
0.382 80.066
LOW 79.875
0.618 79.566
1.000 79.375
1.618 79.066
2.618 78.566
4.250 77.750
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 80.125 80.105
PP 80.038 80.025
S1 79.952 79.945

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

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