ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 81.670 81.270 -0.400 -0.5% 80.155
High 81.855 81.400 -0.455 -0.6% 81.720
Low 81.255 81.015 -0.240 -0.3% 79.830
Close 81.388 81.101 -0.287 -0.4% 81.597
Range 0.600 0.385 -0.215 -35.8% 1.890
ATR 0.675 0.654 -0.021 -3.1% 0.000
Volume 16,302 14,029 -2,273 -13.9% 79,421
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.327 82.099 81.313
R3 81.942 81.714 81.207
R2 81.557 81.557 81.172
R1 81.329 81.329 81.136 81.251
PP 81.172 81.172 81.172 81.133
S1 80.944 80.944 81.066 80.866
S2 80.787 80.787 81.030
S3 80.402 80.559 80.995
S4 80.017 80.174 80.889
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 79.845 2.010 2.5% 0.681 0.8% 62% False False 17,943
10 81.855 79.830 2.025 2.5% 0.617 0.8% 63% False False 16,441
20 81.855 79.210 2.645 3.3% 0.655 0.8% 71% False False 18,985
40 81.855 77.400 4.455 5.5% 0.610 0.8% 83% False False 9,781
60 81.855 75.255 6.600 8.1% 0.590 0.7% 89% False False 6,528
80 81.855 75.255 6.600 8.1% 0.503 0.6% 89% False False 4,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.136
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 83.036
2.618 82.408
1.618 82.023
1.000 81.785
0.618 81.638
HIGH 81.400
0.618 81.253
0.500 81.208
0.382 81.162
LOW 81.015
0.618 80.777
1.000 80.630
1.618 80.392
2.618 80.007
4.250 79.379
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 81.208 81.435
PP 81.172 81.324
S1 81.137 81.212

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

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