ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 80.360 80.210 -0.150 -0.2% 80.830
High 80.505 80.375 -0.130 -0.2% 81.070
Low 79.955 80.060 0.105 0.1% 79.550
Close 80.306 80.236 -0.070 -0.1% 80.236
Range 0.550 0.315 -0.235 -42.7% 1.520
ATR 0.689 0.662 -0.027 -3.9% 0.000
Volume 13,239 7,170 -6,069 -45.8% 84,093
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.169 81.017 80.409
R3 80.854 80.702 80.323
R2 80.539 80.539 80.294
R1 80.387 80.387 80.265 80.463
PP 80.224 80.224 80.224 80.262
S1 80.072 80.072 80.207 80.148
S2 79.909 79.909 80.178
S3 79.594 79.757 80.149
S4 79.279 79.442 80.063
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.845 84.061 81.072
R3 83.325 82.541 80.654
R2 81.805 81.805 80.515
R1 81.021 81.021 80.375 80.653
PP 80.285 80.285 80.285 80.102
S1 79.501 79.501 80.097 79.133
S2 78.765 78.765 79.957
S3 77.245 77.981 79.818
S4 75.725 76.461 79.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.070 79.550 1.520 1.9% 0.611 0.8% 45% False False 16,818
10 81.415 79.210 2.205 2.7% 0.692 0.9% 47% False False 21,529
20 81.415 78.255 3.160 3.9% 0.704 0.9% 63% False False 11,327
40 81.415 75.875 5.540 6.9% 0.609 0.8% 79% False False 5,678
60 81.415 75.255 6.160 7.7% 0.536 0.7% 81% False False 3,789
80 81.415 75.255 6.160 7.7% 0.430 0.5% 81% False False 2,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.175
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 81.714
2.618 81.200
1.618 80.885
1.000 80.690
0.618 80.570
HIGH 80.375
0.618 80.255
0.500 80.218
0.382 80.180
LOW 80.060
0.618 79.865
1.000 79.745
1.618 79.550
2.618 79.235
4.250 78.721
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 80.230 80.167
PP 80.224 80.097
S1 80.218 80.028

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

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