ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 80.105 80.360 0.255 0.3% 79.360
High 80.445 80.505 0.060 0.1% 81.415
Low 79.550 79.955 0.405 0.5% 79.210
Close 80.350 80.306 -0.044 -0.1% 80.839
Range 0.895 0.550 -0.345 -38.5% 2.205
ATR 0.700 0.689 -0.011 -1.5% 0.000
Volume 24,144 13,239 -10,905 -45.2% 131,205
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.905 81.656 80.609
R3 81.355 81.106 80.457
R2 80.805 80.805 80.407
R1 80.556 80.556 80.356 80.406
PP 80.255 80.255 80.255 80.180
S1 80.006 80.006 80.256 79.856
S2 79.705 79.705 80.205
S3 79.155 79.456 80.155
S4 78.605 78.906 80.004
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 87.103 86.176 82.052
R3 84.898 83.971 81.445
R2 82.693 82.693 81.243
R1 81.766 81.766 81.041 82.230
PP 80.488 80.488 80.488 80.720
S1 79.561 79.561 80.637 80.025
S2 78.283 78.283 80.435
S3 76.078 77.356 80.233
S4 73.873 75.151 79.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.070 79.550 1.520 1.9% 0.634 0.8% 50% False False 22,523
10 81.415 78.975 2.440 3.0% 0.729 0.9% 55% False False 21,183
20 81.415 78.255 3.160 3.9% 0.711 0.9% 65% False False 10,970
40 81.415 75.500 5.915 7.4% 0.607 0.8% 81% False False 5,500
60 81.415 75.255 6.160 7.7% 0.530 0.7% 82% False False 3,670
80 81.415 75.255 6.160 7.7% 0.426 0.5% 82% False False 2,772
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 0.189
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.843
2.618 81.945
1.618 81.395
1.000 81.055
0.618 80.845
HIGH 80.505
0.618 80.295
0.500 80.230
0.382 80.165
LOW 79.955
0.618 79.615
1.000 79.405
1.618 79.065
2.618 78.515
4.250 77.618
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 80.281 80.286
PP 80.255 80.265
S1 80.230 80.245

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

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