ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 78.605 79.650 1.045 1.3% 79.810
High 78.870 79.650 0.780 1.0% 80.150
Low 78.605 79.650 1.045 1.3% 78.530
Close 79.083 79.555 0.472 0.6% 79.555
Range 0.265 0.000 -0.265 -100.0% 1.620
ATR 0.511 0.515 0.004 0.8% 0.000
Volume 6 6 0 0.0% 31
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 79.618 79.587 79.555
R3 79.618 79.587 79.555
R2 79.618 79.618 79.555
R1 79.587 79.587 79.555 79.603
PP 79.618 79.618 79.618 79.626
S1 79.587 79.587 79.555 79.603
S2 79.618 79.618 79.555
S3 79.618 79.587 79.555
S4 79.618 79.587 79.555
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.272 83.533 80.446
R3 82.652 81.913 80.001
R2 81.032 81.032 79.852
R1 80.293 80.293 79.704 79.853
PP 79.412 79.412 79.412 79.191
S1 78.673 78.673 79.407 78.233
S2 77.792 77.792 79.258
S3 76.172 77.053 79.110
S4 74.552 75.433 78.664
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 2.0% 0.289 0.4% 63% False False 6
10 80.150 77.820 2.330 2.9% 0.193 0.2% 74% False False 6
20 80.150 75.893 4.257 5.4% 0.112 0.1% 86% False False 78
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 2 trading days
Fibonacci Retracements and Extensions
4.250 79.650
2.618 79.650
1.618 79.650
1.000 79.650
0.618 79.650
HIGH 79.650
0.618 79.650
0.500 79.650
0.382 79.650
LOW 79.650
0.618 79.650
1.000 79.650
1.618 79.650
2.618 79.650
4.250 79.650
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 79.650 79.413
PP 79.618 79.270
S1 79.587 79.128

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

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