ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 81.670 81.280 -0.390 -0.5% 81.670
High 81.680 81.375 -0.305 -0.4% 82.045
Low 81.010 80.665 -0.345 -0.4% 80.735
Close 81.429 80.822 -0.607 -0.7% 81.791
Range 0.670 0.710 0.040 6.0% 1.310
ATR 0.711 0.715 0.004 0.5% 0.000
Volume 20,231 22,227 1,996 9.9% 97,419
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.084 82.663 81.213
R3 82.374 81.953 81.017
R2 81.664 81.664 80.952
R1 81.243 81.243 80.887 81.099
PP 80.954 80.954 80.954 80.882
S1 80.533 80.533 80.757 80.389
S2 80.244 80.244 80.692
S3 79.534 79.823 80.627
S4 78.824 79.113 80.432
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.454 84.932 82.512
R3 84.144 83.622 82.151
R2 82.834 82.834 82.031
R1 82.312 82.312 81.911 82.573
PP 81.524 81.524 81.524 81.654
S1 81.002 81.002 81.671 81.263
S2 80.214 80.214 81.551
S3 78.904 79.692 81.431
S4 77.594 78.382 81.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.045 80.665 1.380 1.7% 0.814 1.0% 11% False True 21,909
10 82.045 79.845 2.200 2.7% 0.748 0.9% 44% False False 19,926
20 82.045 79.550 2.495 3.1% 0.665 0.8% 51% False False 17,902
40 82.045 78.255 3.790 4.7% 0.668 0.8% 68% False False 12,516
60 82.045 75.255 6.790 8.4% 0.619 0.8% 82% False False 8,353
80 82.045 75.255 6.790 8.4% 0.548 0.7% 82% False False 6,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.143
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.393
2.618 83.234
1.618 82.524
1.000 82.085
0.618 81.814
HIGH 81.375
0.618 81.104
0.500 81.020
0.382 80.936
LOW 80.665
0.618 80.226
1.000 79.955
1.618 79.516
2.618 78.806
4.250 77.648
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 81.020 81.355
PP 80.954 81.177
S1 80.888 81.000

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

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