ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 80.450 81.245 0.795 1.0% 80.155
High 81.345 81.720 0.375 0.5% 81.720
Low 80.385 81.055 0.670 0.8% 79.830
Close 81.250 81.597 0.347 0.4% 81.597
Range 0.960 0.665 -0.295 -30.7% 1.890
ATR 0.682 0.680 -0.001 -0.2% 0.000
Volume 18,586 26,719 8,133 43.8% 79,421
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.452 83.190 81.963
R3 82.787 82.525 81.780
R2 82.122 82.122 81.719
R1 81.860 81.860 81.658 81.991
PP 81.457 81.457 81.457 81.523
S1 81.195 81.195 81.536 81.326
S2 80.792 80.792 81.475
S3 80.127 80.530 81.414
S4 79.462 79.865 81.231
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 86.719 86.048 82.637
R3 84.829 84.158 82.117
R2 82.939 82.939 81.944
R1 82.268 82.268 81.770 82.604
PP 81.049 81.049 81.049 81.217
S1 80.378 80.378 81.424 80.714
S2 79.159 79.159 81.251
S3 77.269 78.488 81.077
S4 75.379 76.598 80.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.720 79.830 1.890 2.3% 0.696 0.9% 93% True False 18,372
10 81.720 79.830 1.890 2.3% 0.605 0.7% 93% True False 15,448
20 81.720 78.625 3.095 3.8% 0.686 0.8% 96% True False 17,847
40 81.720 77.375 4.345 5.3% 0.618 0.8% 97% True False 9,025
60 81.720 75.255 6.465 7.9% 0.584 0.7% 98% True False 6,023
80 81.720 75.255 6.465 7.9% 0.494 0.6% 98% True False 4,525
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 0.134
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.546
2.618 83.461
1.618 82.796
1.000 82.385
0.618 82.131
HIGH 81.720
0.618 81.466
0.500 81.388
0.382 81.309
LOW 81.055
0.618 80.644
1.000 80.390
1.618 79.979
2.618 79.314
4.250 78.229
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 81.527 81.326
PP 81.457 81.054
S1 81.388 80.783

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

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