ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 78.645 78.800 0.155 0.2% 78.960
High 78.855 78.890 0.035 0.0% 79.665
Low 78.510 78.430 -0.080 -0.1% 78.745
Close 78.734 78.652 -0.082 -0.1% 79.057
Range 0.345 0.460 0.115 33.3% 0.920
ATR 0.671 0.656 -0.015 -2.2% 0.000
Volume 25,580 26,565 985 3.9% 127,567
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.037 79.805 78.905
R3 79.577 79.345 78.779
R2 79.117 79.117 78.736
R1 78.885 78.885 78.694 78.771
PP 78.657 78.657 78.657 78.601
S1 78.425 78.425 78.610 78.311
S2 78.197 78.197 78.568
S3 77.737 77.965 78.526
S4 77.277 77.505 78.399
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.916 81.406 79.563
R3 80.996 80.486 79.310
R2 80.076 80.076 79.226
R1 79.566 79.566 79.141 79.821
PP 79.156 79.156 79.156 79.283
S1 78.646 78.646 78.973 78.901
S2 78.236 78.236 78.888
S3 77.316 77.726 78.804
S4 76.396 76.806 78.551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.645 78.430 1.215 1.5% 0.564 0.7% 18% False True 26,184
10 79.665 78.430 1.235 1.6% 0.634 0.8% 18% False True 26,141
20 82.045 78.430 3.615 4.6% 0.680 0.9% 6% False True 25,136
40 82.045 78.430 3.615 4.6% 0.655 0.8% 6% False True 22,103
60 82.045 78.255 3.790 4.8% 0.637 0.8% 10% False False 15,222
80 82.045 75.255 6.790 8.6% 0.612 0.8% 50% False False 11,422
100 82.045 75.255 6.790 8.6% 0.545 0.7% 50% False False 9,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.137
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.845
2.618 80.094
1.618 79.634
1.000 79.350
0.618 79.174
HIGH 78.890
0.618 78.714
0.500 78.660
0.382 78.606
LOW 78.430
0.618 78.146
1.000 77.970
1.618 77.686
2.618 77.226
4.250 76.475
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 78.660 78.900
PP 78.657 78.817
S1 78.655 78.735

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

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