ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 78.590 79.130 0.540 0.7% 79.510
High 79.260 79.350 0.090 0.1% 79.830
Low 78.420 79.000 0.580 0.7% 78.580
Close 79.131 79.169 0.038 0.0% 78.771
Range 0.840 0.350 -0.490 -58.3% 1.250
ATR 0.505 0.494 -0.011 -2.2% 0.000
Volume 203 150 -53 -26.1% 340
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 80.223 80.046 79.362
R3 79.873 79.696 79.265
R2 79.523 79.523 79.233
R1 79.346 79.346 79.201 79.435
PP 79.173 79.173 79.173 79.217
S1 78.996 78.996 79.137 79.085
S2 78.823 78.823 79.105
S3 78.473 78.646 79.073
S4 78.123 78.296 78.977
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.810 82.041 79.459
R3 81.560 80.791 79.115
R2 80.310 80.310 79.000
R1 79.541 79.541 78.886 79.301
PP 79.060 79.060 79.060 78.940
S1 78.291 78.291 78.656 78.051
S2 77.810 77.810 78.542
S3 76.560 77.041 78.427
S4 75.310 75.791 78.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.350 78.420 0.930 1.2% 0.492 0.6% 81% True False 145
10 80.020 78.420 1.600 2.0% 0.439 0.6% 47% False False 111
20 80.585 78.420 2.165 2.7% 0.420 0.5% 35% False False 84
40 82.286 78.420 3.866 4.9% 0.253 0.3% 19% False False 47
60 82.286 78.420 3.866 4.9% 0.200 0.3% 19% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.096
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.838
2.618 80.266
1.618 79.916
1.000 79.700
0.618 79.566
HIGH 79.350
0.618 79.216
0.500 79.175
0.382 79.134
LOW 79.000
0.618 78.784
1.000 78.650
1.618 78.434
2.618 78.084
4.250 77.513
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 79.175 79.074
PP 79.173 78.980
S1 79.171 78.885

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

View Archives - Comment on this page... - Back to Index of Symbols