ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 24-Oct-2011
Day Change Summary
Previous Current
21-Oct-2011 24-Oct-2011 Change Change % Previous Week
Open 77.560 77.100 -0.460 -0.6% 77.320
High 77.560 77.100 -0.460 -0.6% 78.150
Low 76.900 76.765 -0.135 -0.2% 76.900
Close 77.063 76.707 -0.356 -0.5% 77.063
Range 0.660 0.335 -0.325 -49.2% 1.250
ATR 0.513 0.501 -0.013 -2.5% 0.000
Volume 2 5 3 150.0% 45
Daily Pivots for day following 24-Oct-2011
Classic Woodie Camarilla DeMark
R4 77.862 77.620 76.891
R3 77.527 77.285 76.799
R2 77.192 77.192 76.768
R1 76.950 76.950 76.738 76.904
PP 76.857 76.857 76.857 76.834
S1 76.615 76.615 76.676 76.569
S2 76.522 76.522 76.646
S3 76.187 76.280 76.615
S4 75.852 75.945 76.523
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.121 80.342 77.751
R3 79.871 79.092 77.407
R2 78.621 78.621 77.292
R1 77.842 77.842 77.178 77.607
PP 77.371 77.371 77.371 77.253
S1 76.592 76.592 76.948 76.357
S2 76.121 76.121 76.834
S3 74.871 75.342 76.719
S4 73.621 74.092 76.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.150 76.765 1.385 1.8% 0.394 0.5% -4% False True 8
10 78.333 76.765 1.568 2.0% 0.363 0.5% -4% False True 11
20 80.490 76.765 3.725 4.9% 0.309 0.4% -2% False True 8
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 0.051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.524
2.618 77.977
1.618 77.642
1.000 77.435
0.618 77.307
HIGH 77.100
0.618 76.972
0.500 76.933
0.382 76.893
LOW 76.765
0.618 76.558
1.000 76.430
1.618 76.223
2.618 75.888
4.250 75.341
Fisher Pivots for day following 24-Oct-2011
Pivot 1 day 3 day
R1 76.933 77.190
PP 76.857 77.029
S1 76.782 76.868

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

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