ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 26-Oct-2011
Day Change Summary
Previous Current
25-Oct-2011 26-Oct-2011 Change Change % Previous Week
Open 76.775 76.650 -0.125 -0.2% 77.320
High 76.875 77.250 0.375 0.5% 78.150
Low 76.690 76.600 -0.090 -0.1% 76.900
Close 76.731 76.888 0.157 0.2% 77.063
Range 0.185 0.650 0.465 251.4% 1.250
ATR 0.478 0.490 0.012 2.6% 0.000
Volume 5 8 3 60.0% 45
Daily Pivots for day following 26-Oct-2011
Classic Woodie Camarilla DeMark
R4 78.863 78.525 77.246
R3 78.213 77.875 77.067
R2 77.563 77.563 77.007
R1 77.225 77.225 76.948 77.394
PP 76.913 76.913 76.913 76.997
S1 76.575 76.575 76.828 76.744
S2 76.263 76.263 76.769
S3 75.613 75.925 76.709
S4 74.963 75.275 76.531
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.121 80.342 77.751
R3 79.871 79.092 77.407
R2 78.621 78.621 77.292
R1 77.842 77.842 77.178 77.607
PP 77.371 77.371 77.371 77.253
S1 76.592 76.592 76.948 76.357
S2 76.121 76.121 76.834
S3 74.871 75.342 76.719
S4 73.621 74.092 76.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.615 76.600 1.015 1.3% 0.366 0.5% 28% False True 7
10 78.150 76.600 1.550 2.0% 0.413 0.5% 19% False True 9
20 80.490 76.600 3.890 5.1% 0.334 0.4% 7% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.013
2.618 78.952
1.618 78.302
1.000 77.900
0.618 77.652
HIGH 77.250
0.618 77.002
0.500 76.925
0.382 76.848
LOW 76.600
0.618 76.198
1.000 75.950
1.618 75.548
2.618 74.898
4.250 73.838
Fisher Pivots for day following 26-Oct-2011
Pivot 1 day 3 day
R1 76.925 76.925
PP 76.913 76.913
S1 76.900 76.900

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

View Archives - Comment on this page... - Back to Index of Symbols