ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 80.275 80.535 0.260 0.3% 81.670
High 80.635 80.585 -0.050 -0.1% 81.680
Low 80.185 79.755 -0.430 -0.5% 80.185
Close 80.406 79.934 -0.472 -0.6% 80.406
Range 0.450 0.830 0.380 84.4% 1.495
ATR 0.688 0.698 0.010 1.5% 0.000
Volume 14,822 24,808 9,986 67.4% 78,896
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.581 82.088 80.391
R3 81.751 81.258 80.162
R2 80.921 80.921 80.086
R1 80.428 80.428 80.010 80.260
PP 80.091 80.091 80.091 80.007
S1 79.598 79.598 79.858 79.430
S2 79.261 79.261 79.782
S3 78.431 78.768 79.706
S4 77.601 77.938 79.478
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.242 84.319 81.228
R3 83.747 82.824 80.817
R2 82.252 82.252 80.680
R1 81.329 81.329 80.543 81.043
PP 80.757 80.757 80.757 80.614
S1 79.834 79.834 80.269 79.548
S2 79.262 79.262 80.132
S3 77.767 78.339 79.995
S4 76.272 76.844 79.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.680 79.755 1.925 2.4% 0.647 0.8% 9% False True 20,740
10 82.045 79.755 2.290 2.9% 0.691 0.9% 8% False True 20,112
20 82.045 79.755 2.290 2.9% 0.648 0.8% 8% False True 17,780
40 82.045 78.255 3.790 4.7% 0.673 0.8% 44% False False 14,045
60 82.045 75.255 6.790 8.5% 0.630 0.8% 69% False False 9,373
80 82.045 75.255 6.790 8.5% 0.556 0.7% 69% False False 7,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.128
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.113
2.618 82.758
1.618 81.928
1.000 81.415
0.618 81.098
HIGH 80.585
0.618 80.268
0.500 80.170
0.382 80.072
LOW 79.755
0.618 79.242
1.000 78.925
1.618 78.412
2.618 77.582
4.250 76.228
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 80.170 80.280
PP 80.091 80.165
S1 80.013 80.049

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

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