ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 79.260 79.810 0.550 0.7% 77.875
High 79.260 80.150 0.890 1.1% 79.650
Low 79.260 79.315 0.055 0.1% 77.820
Close 79.668 79.573 -0.095 -0.1% 79.668
Range 0.000 0.835 0.835 1.830
ATR 0.465 0.491 0.026 5.7% 0.000
Volume 7 1 -6 -85.7% 34
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 82.184 81.714 80.032
R3 81.349 80.879 79.803
R2 80.514 80.514 79.726
R1 80.044 80.044 79.650 79.862
PP 79.679 79.679 79.679 79.588
S1 79.209 79.209 79.496 79.027
S2 78.844 78.844 79.420
S3 78.009 78.374 79.343
S4 77.174 77.539 79.114
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.536 83.932 80.675
R3 82.706 82.102 80.171
R2 80.876 80.876 80.004
R1 80.272 80.272 79.836 80.574
PP 79.046 79.046 79.046 79.197
S1 78.442 78.442 79.500 78.744
S2 77.216 77.216 79.333
S3 75.386 76.612 79.165
S4 73.556 74.782 78.662
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.150 77.820 2.330 2.9% 0.264 0.3% 75% True False 6
10 80.150 77.262 2.888 3.6% 0.163 0.2% 80% True False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 83.699
2.618 82.336
1.618 81.501
1.000 80.985
0.618 80.666
HIGH 80.150
0.618 79.831
0.500 79.733
0.382 79.634
LOW 79.315
0.618 78.799
1.000 78.480
1.618 77.964
2.618 77.129
4.250 75.766
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 79.733 79.705
PP 79.679 79.661
S1 79.626 79.617

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

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