ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 80.715 80.275 -0.440 -0.5% 81.670
High 80.805 80.635 -0.170 -0.2% 81.680
Low 80.230 80.185 -0.045 -0.1% 80.185
Close 80.405 80.406 0.001 0.0% 80.406
Range 0.575 0.450 -0.125 -21.7% 1.495
ATR 0.706 0.688 -0.018 -2.6% 0.000
Volume 21,616 14,822 -6,794 -31.4% 78,896
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 81.759 81.532 80.654
R3 81.309 81.082 80.530
R2 80.859 80.859 80.489
R1 80.632 80.632 80.447 80.746
PP 80.409 80.409 80.409 80.465
S1 80.182 80.182 80.365 80.296
S2 79.959 79.959 80.324
S3 79.509 79.732 80.282
S4 79.059 79.282 80.159
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 85.242 84.319 81.228
R3 83.747 82.824 80.817
R2 82.252 82.252 80.680
R1 81.329 81.329 80.543 81.043
PP 80.757 80.757 80.757 80.614
S1 79.834 79.834 80.269 79.548
S2 79.262 79.262 80.132
S3 77.767 78.339 79.995
S4 76.272 76.844 79.584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.045 80.185 1.860 2.3% 0.743 0.9% 12% False True 21,060
10 82.045 80.185 1.860 2.3% 0.675 0.8% 12% False True 20,303
20 82.045 79.550 2.495 3.1% 0.651 0.8% 34% False False 17,747
40 82.045 78.255 3.790 4.7% 0.673 0.8% 57% False False 13,426
60 82.045 75.255 6.790 8.4% 0.627 0.8% 76% False False 8,960
80 82.045 75.255 6.790 8.4% 0.546 0.7% 76% False False 6,722
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.142
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.548
2.618 81.813
1.618 81.363
1.000 81.085
0.618 80.913
HIGH 80.635
0.618 80.463
0.500 80.410
0.382 80.357
LOW 80.185
0.618 79.907
1.000 79.735
1.618 79.457
2.618 79.007
4.250 78.273
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 80.410 80.780
PP 80.409 80.655
S1 80.407 80.531

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

View Archives - Comment on this page... - Back to Index of Symbols