ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 78.960 79.165 0.205 0.3% 80.535
High 79.570 79.630 0.060 0.1% 80.585
Low 78.960 78.855 -0.105 -0.1% 78.890
Close 79.302 79.417 0.115 0.1% 79.011
Range 0.610 0.775 0.165 27.0% 1.695
ATR 0.693 0.699 0.006 0.8% 0.000
Volume 22,355 24,949 2,594 11.6% 143,430
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 81.626 81.296 79.843
R3 80.851 80.521 79.630
R2 80.076 80.076 79.559
R1 79.746 79.746 79.488 79.911
PP 79.301 79.301 79.301 79.383
S1 78.971 78.971 79.346 79.136
S2 78.526 78.526 79.275
S3 77.751 78.196 79.204
S4 76.976 77.421 78.991
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 84.580 83.491 79.943
R3 82.885 81.796 79.477
R2 81.190 81.190 79.322
R1 80.101 80.101 79.166 79.798
PP 79.495 79.495 79.495 79.344
S1 78.406 78.406 78.856 78.103
S2 77.800 77.800 78.700
S3 76.105 76.711 78.545
S4 74.410 75.016 78.079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.505 78.855 1.650 2.1% 0.715 0.9% 34% False True 28,206
10 81.375 78.855 2.520 3.2% 0.670 0.8% 22% False True 24,939
20 82.045 78.855 3.190 4.0% 0.693 0.9% 18% False True 22,323
40 82.045 78.520 3.525 4.4% 0.673 0.8% 25% False False 18,154
60 82.045 77.330 4.715 5.9% 0.629 0.8% 44% False False 12,136
80 82.045 75.255 6.790 8.5% 0.589 0.7% 61% False False 9,106
100 82.045 75.255 6.790 8.5% 0.506 0.6% 61% False False 7,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.125
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.924
2.618 81.659
1.618 80.884
1.000 80.405
0.618 80.109
HIGH 79.630
0.618 79.334
0.500 79.243
0.382 79.151
LOW 78.855
0.618 78.376
1.000 78.080
1.618 77.601
2.618 76.826
4.250 75.561
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 79.359 79.359
PP 79.301 79.301
S1 79.243 79.243

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

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