ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 78.875 78.979 0.104 0.1% 77.875
High 78.875 78.979 0.104 0.1% 79.650
Low 78.530 78.979 0.449 0.6% 77.820
Close 78.578 78.979 0.401 0.5% 79.668
Range 0.345 0.000 -0.345 -100.0% 1.830
ATR 0.530 0.521 -0.009 -1.7% 0.000
Volume 12 6 -6 -50.0% 34
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.979 78.979 78.979
R3 78.979 78.979 78.979
R2 78.979 78.979 78.979
R1 78.979 78.979 78.979 78.979
PP 78.979 78.979 78.979 78.979
S1 78.979 78.979 78.979 78.979
S2 78.979 78.979 78.979
S3 78.979 78.979 78.979
S4 78.979 78.979 78.979
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 78.530 1.620 2.1% 0.289 0.4% 28% False False 9
10 80.150 77.262 2.888 3.7% 0.197 0.2% 59% False False 55
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.979
2.618 78.979
1.618 78.979
1.000 78.979
0.618 78.979
HIGH 78.979
0.618 78.979
0.500 78.979
0.382 78.979
LOW 78.979
0.618 78.979
1.000 78.979
1.618 78.979
2.618 78.979
4.250 78.979
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 78.979 79.340
PP 78.979 79.220
S1 78.979 79.099

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

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