ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 81.060 81.670 0.610 0.8% 81.670
High 82.045 81.680 -0.365 -0.4% 82.045
Low 80.735 81.010 0.275 0.3% 80.735
Close 81.791 81.429 -0.362 -0.4% 81.791
Range 1.310 0.670 -0.640 -48.9% 1.310
ATR 0.706 0.711 0.005 0.8% 0.000
Volume 26,405 20,231 -6,174 -23.4% 97,419
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.383 83.076 81.798
R3 82.713 82.406 81.613
R2 82.043 82.043 81.552
R1 81.736 81.736 81.490 81.555
PP 81.373 81.373 81.373 81.282
S1 81.066 81.066 81.368 80.885
S2 80.703 80.703 81.306
S3 80.033 80.396 81.245
S4 79.363 79.726 81.061
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.454 84.932 82.512
R3 84.144 83.622 82.151
R2 82.834 82.834 82.031
R1 82.312 82.312 81.911 82.573
PP 81.524 81.524 81.524 81.654
S1 81.002 81.002 81.671 81.263
S2 80.214 80.214 81.551
S3 78.904 79.692 81.431
S4 77.594 78.382 81.071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.045 80.735 1.310 1.6% 0.749 0.9% 53% False False 20,269
10 82.045 79.830 2.215 2.7% 0.716 0.9% 72% False False 19,707
20 82.045 79.550 2.495 3.1% 0.651 0.8% 75% False False 18,575
40 82.045 78.255 3.790 4.7% 0.657 0.8% 84% False False 11,961
60 82.045 75.255 6.790 8.3% 0.618 0.8% 91% False False 7,982
80 82.045 75.255 6.790 8.3% 0.539 0.7% 91% False False 5,989
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.141
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.528
2.618 83.434
1.618 82.764
1.000 82.350
0.618 82.094
HIGH 81.680
0.618 81.424
0.500 81.345
0.382 81.266
LOW 81.010
0.618 80.596
1.000 80.340
1.618 79.926
2.618 79.256
4.250 78.163
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 81.401 81.416
PP 81.373 81.403
S1 81.345 81.390

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

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