ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 79.760 79.585 -0.175 -0.2% 80.400
High 79.760 79.720 -0.040 -0.1% 80.400
Low 79.575 79.450 -0.125 -0.2% 80.010
Close 79.579 79.622 0.043 0.1% 79.971
Range 0.185 0.270 0.085 45.9% 0.390
ATR
Volume 16 16 0 0.0% 18
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 80.407 80.285 79.771
R3 80.137 80.015 79.696
R2 79.867 79.867 79.672
R1 79.745 79.745 79.647 79.806
PP 79.597 79.597 79.597 79.628
S1 79.475 79.475 79.597 79.536
S2 79.327 79.327 79.573
S3 79.057 79.205 79.548
S4 78.787 78.935 79.474
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.297 81.024 80.186
R3 80.907 80.634 80.078
R2 80.517 80.517 80.043
R1 80.244 80.244 80.007 80.186
PP 80.127 80.127 80.127 80.098
S1 79.854 79.854 79.935 79.796
S2 79.737 79.737 79.900
S3 79.347 79.464 79.864
S4 78.957 79.074 79.757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.295 79.450 0.845 1.1% 0.190 0.2% 20% False True 9
10 81.441 79.450 1.991 2.5% 0.107 0.1% 9% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 80.868
2.618 80.427
1.618 80.157
1.000 79.990
0.618 79.887
HIGH 79.720
0.618 79.617
0.500 79.585
0.382 79.553
LOW 79.450
0.618 79.283
1.000 79.180
1.618 79.013
2.618 78.743
4.250 78.303
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 79.610 79.845
PP 79.597 79.771
S1 79.585 79.696

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

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