ICE US Dollar Index Future June 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 81.675 82.175 0.500 0.6% 81.000
High 81.675 82.175 0.500 0.6% 82.205
Low 81.675 82.175 0.500 0.6% 80.305
Close 81.596 82.109 0.513 0.6% 82.047
Range
ATR 0.347 0.364 0.017 4.8% 0.000
Volume 4 40 36 900.0% 43
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.153 82.131 82.109
R3 82.153 82.131 82.109
R2 82.153 82.153 82.109
R1 82.131 82.131 82.109 82.142
PP 82.153 82.153 82.153 82.159
S1 82.131 82.131 82.109 82.142
S2 82.153 82.153 82.109
S3 82.153 82.131 82.109
S4 82.153 82.131 82.109
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 87.219 86.533 83.092
R3 85.319 84.633 82.570
R2 83.419 83.419 82.395
R1 82.733 82.733 82.221 83.076
PP 81.519 81.519 81.519 81.691
S1 80.833 80.833 81.873 81.176
S2 79.619 79.619 81.699
S3 77.719 78.933 81.525
S4 75.819 77.033 81.002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.205 81.200 1.005 1.2% 0.158 0.2% 90% False False 16
10 82.205 80.305 1.900 2.3% 0.177 0.2% 95% False False 9
20 82.205 80.305 1.900 2.3% 0.089 0.1% 95% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 -0.038
Fibonacci Retracements and Extensions
4.250 82.175
2.618 82.175
1.618 82.175
1.000 82.175
0.618 82.175
HIGH 82.175
0.618 82.175
0.500 82.175
0.382 82.175
LOW 82.175
0.618 82.175
1.000 82.175
1.618 82.175
2.618 82.175
4.250 82.175
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 82.175 82.048
PP 82.153 81.986
S1 82.131 81.925

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

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