ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 81.270 81.295 0.025 0.0% 80.155
High 81.400 81.785 0.385 0.5% 81.720
Low 81.015 81.100 0.085 0.1% 79.830
Close 81.101 81.614 0.513 0.6% 81.597
Range 0.385 0.685 0.300 77.9% 1.890
ATR 0.654 0.656 0.002 0.3% 0.000
Volume 14,029 19,404 5,375 38.3% 79,421
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.555 83.269 81.991
R3 82.870 82.584 81.802
R2 82.185 82.185 81.740
R1 81.899 81.899 81.677 82.042
PP 81.500 81.500 81.500 81.571
S1 81.214 81.214 81.551 81.357
S2 80.815 80.815 81.488
S3 80.130 80.529 81.426
S4 79.445 79.844 81.237
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 86.719 86.048 82.637
R3 84.829 84.158 82.117
R2 82.939 82.939 81.944
R1 82.268 82.268 81.770 82.604
PP 81.049 81.049 81.049 81.217
S1 80.378 80.378 81.424 80.714
S2 79.159 79.159 81.251
S3 77.269 78.488 81.077
S4 75.379 76.598 80.558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.855 80.385 1.470 1.8% 0.659 0.8% 84% False False 19,008
10 81.855 79.830 2.025 2.5% 0.666 0.8% 88% False False 17,815
20 81.855 79.550 2.305 2.8% 0.631 0.8% 90% False False 19,069
40 81.855 78.255 3.600 4.4% 0.616 0.8% 93% False False 10,265
60 81.855 75.255 6.600 8.1% 0.590 0.7% 96% False False 6,851
80 81.855 75.255 6.600 8.1% 0.512 0.6% 96% False False 5,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.147
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.696
2.618 83.578
1.618 82.893
1.000 82.470
0.618 82.208
HIGH 81.785
0.618 81.523
0.500 81.443
0.382 81.362
LOW 81.100
0.618 80.677
1.000 80.415
1.618 79.992
2.618 79.307
4.250 78.189
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 81.557 81.554
PP 81.500 81.495
S1 81.443 81.435

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

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