ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 81.280 80.715 -0.565 -0.7% 81.670
High 81.375 80.805 -0.570 -0.7% 82.045
Low 80.665 80.230 -0.435 -0.5% 80.735
Close 80.822 80.405 -0.417 -0.5% 81.791
Range 0.710 0.575 -0.135 -19.0% 1.310
ATR 0.715 0.706 -0.009 -1.2% 0.000
Volume 22,227 21,616 -611 -2.7% 97,419
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.205 81.880 80.721
R3 81.630 81.305 80.563
R2 81.055 81.055 80.510
R1 80.730 80.730 80.458 80.605
PP 80.480 80.480 80.480 80.418
S1 80.155 80.155 80.352 80.030
S2 79.905 79.905 80.300
S3 79.330 79.580 80.247
S4 78.755 79.005 80.089
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 80.230 1.815 2.3% 0.792 1.0% 10% False True 22,351
10 82.045 80.230 1.815 2.3% 0.726 0.9% 10% False True 20,679
20 82.045 79.550 2.495 3.1% 0.674 0.8% 34% False False 18,153
40 82.045 78.255 3.790 4.7% 0.673 0.8% 57% False False 13,056
60 82.045 75.255 6.790 8.4% 0.623 0.8% 76% False False 8,713
80 82.045 75.255 6.790 8.4% 0.545 0.7% 76% False False 6,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.140
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.249
2.618 82.310
1.618 81.735
1.000 81.380
0.618 81.160
HIGH 80.805
0.618 80.585
0.500 80.518
0.382 80.450
LOW 80.230
0.618 79.875
1.000 79.655
1.618 79.300
2.618 78.725
4.250 77.786
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 80.518 80.955
PP 80.480 80.772
S1 80.443 80.588

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

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