ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 81.245 81.670 0.425 0.5% 80.155
High 81.720 81.855 0.135 0.2% 81.720
Low 81.055 81.255 0.200 0.2% 79.830
Close 81.597 81.388 -0.209 -0.3% 81.597
Range 0.665 0.600 -0.065 -9.8% 1.890
ATR 0.680 0.675 -0.006 -0.8% 0.000
Volume 26,719 16,302 -10,417 -39.0% 79,421
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.299 82.944 81.718
R3 82.699 82.344 81.553
R2 82.099 82.099 81.498
R1 81.744 81.744 81.443 81.622
PP 81.499 81.499 81.499 81.438
S1 81.144 81.144 81.333 81.022
S2 80.899 80.899 81.278
S3 80.299 80.544 81.223
S4 79.699 79.944 81.058
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 81.855 79.830 2.025 2.5% 0.683 0.8% 77% True False 19,144
10 81.855 79.830 2.025 2.5% 0.610 0.7% 77% True False 15,755
20 81.855 78.975 2.880 3.5% 0.670 0.8% 84% True False 18,469
40 81.855 77.375 4.480 5.5% 0.617 0.8% 90% True False 9,431
60 81.855 75.255 6.600 8.1% 0.586 0.7% 93% True False 6,294
80 81.855 75.255 6.600 8.1% 0.498 0.6% 93% True False 4,722
Crabel Price Patterns
NR True
NR4 True
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 0.138
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.405
2.618 83.426
1.618 82.826
1.000 82.455
0.618 82.226
HIGH 81.855
0.618 81.626
0.500 81.555
0.382 81.484
LOW 81.255
0.618 80.884
1.000 80.655
1.618 80.284
2.618 79.684
4.250 78.705
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 81.555 81.299
PP 81.499 81.209
S1 81.444 81.120

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

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