ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 81.295 81.535 0.240 0.3% 80.155
High 81.785 81.645 -0.140 -0.2% 81.720
Low 81.100 80.950 -0.150 -0.2% 79.830
Close 81.614 81.036 -0.578 -0.7% 81.597
Range 0.685 0.695 0.010 1.5% 1.890
ATR 0.656 0.659 0.003 0.4% 0.000
Volume 19,404 21,279 1,875 9.7% 79,421
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.295 82.861 81.418
R3 82.600 82.166 81.227
R2 81.905 81.905 81.163
R1 81.471 81.471 81.100 81.341
PP 81.210 81.210 81.210 81.145
S1 80.776 80.776 80.972 80.646
S2 80.515 80.515 80.909
S3 79.820 80.081 80.845
S4 79.125 79.386 80.654
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 80.950 0.905 1.1% 0.606 0.7% 10% False True 19,546
10 81.855 79.830 2.025 2.5% 0.639 0.8% 60% False False 17,832
20 81.855 79.550 2.305 2.8% 0.611 0.8% 64% False False 19,051
40 81.855 78.255 3.600 4.4% 0.628 0.8% 77% False False 10,797
60 81.855 75.255 6.600 8.1% 0.594 0.7% 88% False False 7,206
80 81.855 75.255 6.600 8.1% 0.519 0.6% 88% False False 5,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.149
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.599
2.618 83.465
1.618 82.770
1.000 82.340
0.618 82.075
HIGH 81.645
0.618 81.380
0.500 81.298
0.382 81.215
LOW 80.950
0.618 80.520
1.000 80.255
1.618 79.825
2.618 79.130
4.250 77.996
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 81.298 81.368
PP 81.210 81.257
S1 81.123 81.147

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

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