ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 81.025 80.605 -0.420 -0.5% 80.450
High 81.160 80.760 -0.400 -0.5% 81.160
Low 80.370 79.950 -0.420 -0.5% 79.950
Close 80.505 80.082 -0.423 -0.5% 80.082
Range 0.790 0.810 0.020 2.5% 1.210
ATR 0.574 0.591 0.017 2.9% 0.000
Volume 39,472 28,949 -10,523 -26.7% 147,926
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.694 82.198 80.528
R3 81.884 81.388 80.305
R2 81.074 81.074 80.231
R1 80.578 80.578 80.156 80.421
PP 80.264 80.264 80.264 80.186
S1 79.768 79.768 80.008 79.611
S2 79.454 79.454 79.934
S3 78.644 78.958 79.859
S4 77.834 78.148 79.637
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 84.027 83.265 80.748
R3 82.817 82.055 80.415
R2 81.607 81.607 80.304
R1 80.845 80.845 80.193 80.621
PP 80.397 80.397 80.397 80.286
S1 79.635 79.635 79.971 79.411
S2 79.187 79.187 79.860
S3 77.977 78.425 79.749
S4 76.767 77.215 79.417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.160 79.950 1.210 1.5% 0.618 0.8% 11% False True 29,585
10 81.160 79.530 1.630 2.0% 0.664 0.8% 34% False False 16,084
20 81.160 78.420 2.740 3.4% 0.564 0.7% 61% False False 8,098
40 81.160 78.420 2.740 3.4% 0.419 0.5% 61% False False 4,069
60 82.286 78.420 3.866 4.8% 0.316 0.4% 43% False False 2,715
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 0.093
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.203
2.618 82.881
1.618 82.071
1.000 81.570
0.618 81.261
HIGH 80.760
0.618 80.451
0.500 80.355
0.382 80.259
LOW 79.950
0.618 79.449
1.000 79.140
1.618 78.639
2.618 77.829
4.250 76.508
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 80.355 80.555
PP 80.264 80.397
S1 80.173 80.240

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

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