ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 80.595 81.025 0.430 0.5% 79.800
High 81.060 81.160 0.100 0.1% 80.535
Low 80.575 80.370 -0.205 -0.3% 79.530
Close 80.981 80.505 -0.476 -0.6% 80.509
Range 0.485 0.790 0.305 62.9% 1.005
ATR 0.558 0.574 0.017 3.0% 0.000
Volume 42,141 39,472 -2,669 -6.3% 12,919
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.048 82.567 80.940
R3 82.258 81.777 80.722
R2 81.468 81.468 80.650
R1 80.987 80.987 80.577 80.833
PP 80.678 80.678 80.678 80.601
S1 80.197 80.197 80.433 80.043
S2 79.888 79.888 80.360
S3 79.098 79.407 80.288
S4 78.308 78.617 80.071
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.206 82.863 81.062
R3 82.201 81.858 80.785
R2 81.196 81.196 80.693
R1 80.853 80.853 80.601 81.025
PP 80.191 80.191 80.191 80.277
S1 79.848 79.848 80.417 80.020
S2 79.186 79.186 80.325
S3 78.181 78.843 80.233
S4 77.176 77.838 79.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.160 79.595 1.565 1.9% 0.644 0.8% 58% True False 24,693
10 81.160 79.235 1.925 2.4% 0.645 0.8% 66% True False 13,204
20 81.160 78.420 2.740 3.4% 0.542 0.7% 76% True False 6,658
40 81.160 78.420 2.740 3.4% 0.401 0.5% 76% True False 3,346
60 82.286 78.420 3.866 4.8% 0.302 0.4% 54% False False 2,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.078
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.518
2.618 83.228
1.618 82.438
1.000 81.950
0.618 81.648
HIGH 81.160
0.618 80.858
0.500 80.765
0.382 80.672
LOW 80.370
0.618 79.882
1.000 79.580
1.618 79.092
2.618 78.302
4.250 77.013
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 80.765 80.633
PP 80.678 80.590
S1 80.592 80.548

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

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