ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 79.770 79.895 0.125 0.2% 80.065
High 80.195 80.010 -0.185 -0.2% 80.195
Low 79.650 79.325 -0.325 -0.4% 79.325
Close 79.998 79.576 -0.422 -0.5% 79.576
Range 0.545 0.685 0.140 25.7% 0.870
ATR 0.573 0.581 0.008 1.4% 0.000
Volume 21,985 24,696 2,711 12.3% 95,797
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.692 81.319 79.953
R3 81.007 80.634 79.764
R2 80.322 80.322 79.702
R1 79.949 79.949 79.639 79.793
PP 79.637 79.637 79.637 79.559
S1 79.264 79.264 79.513 79.108
S2 78.952 78.952 79.450
S3 78.267 78.579 79.388
S4 77.582 77.894 79.199
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.309 81.812 80.055
R3 81.439 80.942 79.815
R2 80.569 80.569 79.736
R1 80.072 80.072 79.656 79.886
PP 79.699 79.699 79.699 79.605
S1 79.202 79.202 79.496 79.016
S2 78.829 78.829 79.417
S3 77.959 78.332 79.337
S4 77.089 77.462 79.098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.195 79.325 0.870 1.1% 0.553 0.7% 29% False True 19,159
10 81.160 79.325 1.835 2.3% 0.586 0.7% 14% False True 24,372
20 81.160 78.420 2.740 3.4% 0.598 0.8% 42% False False 12,871
40 81.160 78.420 2.740 3.4% 0.464 0.6% 42% False False 6,463
60 82.286 78.420 3.866 4.9% 0.362 0.5% 30% False False 4,311
80 82.286 78.420 3.866 4.9% 0.276 0.3% 30% False False 3,243
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 0.127
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.921
2.618 81.803
1.618 81.118
1.000 80.695
0.618 80.433
HIGH 80.010
0.618 79.748
0.500 79.668
0.382 79.587
LOW 79.325
0.618 78.902
1.000 78.640
1.618 78.217
2.618 77.532
4.250 76.414
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 79.668 79.760
PP 79.637 79.699
S1 79.607 79.637

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

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