ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 77.590 77.375 -0.215 -0.3% 78.875
High 78.090 77.375 -0.715 -0.9% 78.875
Low 77.590 77.220 -0.370 -0.5% 77.220
Close 77.699 77.317 -0.382 -0.5% 77.317
Range 0.500 0.155 -0.345 -69.0% 1.655
ATR 0.508 0.506 -0.002 -0.4% 0.000
Volume 24 10 -14 -58.3% 73
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 77.769 77.698 77.402
R3 77.614 77.543 77.360
R2 77.459 77.459 77.345
R1 77.388 77.388 77.331 77.346
PP 77.304 77.304 77.304 77.283
S1 77.233 77.233 77.303 77.191
S2 77.149 77.149 77.289
S3 76.994 77.078 77.274
S4 76.839 76.923 77.232
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.769 81.698 78.227
R3 81.114 80.043 77.772
R2 79.459 79.459 77.620
R1 78.388 78.388 77.469 78.096
PP 77.804 77.804 77.804 77.658
S1 76.733 76.733 77.165 76.441
S2 76.149 76.149 77.014
S3 74.494 75.078 76.862
S4 72.839 73.423 76.407
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.875 77.220 1.655 2.1% 0.324 0.4% 6% False True 14
10 80.490 77.220 3.270 4.2% 0.294 0.4% 3% False True 8
20 80.490 77.220 3.270 4.2% 0.243 0.3% 3% False True 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.034
2.618 77.781
1.618 77.626
1.000 77.530
0.618 77.471
HIGH 77.375
0.618 77.316
0.500 77.298
0.382 77.279
LOW 77.220
0.618 77.124
1.000 77.065
1.618 76.969
2.618 76.814
4.250 76.561
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 77.311 77.655
PP 77.304 77.542
S1 77.298 77.430

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

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