ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 03-Apr-2012

Day Change Summary
	Previous	Current
	02-Apr-2012	03-Apr-2012	Change	Change %	Previous Week
Open	79.470	79.355	-0.115	-0.1%	79.760
High	79.470	79.910	0.440	0.6%	79.760
Low	79.375	79.290	-0.085	-0.1%	79.275
Close	79.353	80.031	0.678	0.9%	79.528
Range	0.095	0.620	0.525	552.6%	0.485
ATR	0.264	0.289	0.025	9.6%	0.000
Volume	34	16	-18	-52.9%	46

Daily Pivots for day following 03-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.604	81.437	80.372
R3	80.984	80.817	80.202
R2	80.364	80.364	80.145
R1	80.197	80.197	80.088	80.281
PP	79.744	79.744	79.744	79.785
S1	79.577	79.577	79.974	79.661
S2	79.124	79.124	79.917
S3	78.504	78.957	79.861
S4	77.884	78.337	79.690

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.976	80.737	79.795
R3	80.491	80.252	79.661
R2	80.006	80.006	79.617
R1	79.767	79.767	79.572	79.644
PP	79.521	79.521	79.521	79.460
S1	79.282	79.282	79.484	79.159
S2	79.036	79.036	79.439
S3	78.551	78.797	79.395
S4	78.066	78.312	79.261

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.910	79.275	0.635	0.8%	0.199	0.2%	119%	True	False	12
10	80.295	79.275	1.020	1.3%	0.195	0.2%	74%	False	False	11

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	82.545
2.618	81.533
1.618	80.913
1.000	80.530
0.618	80.293
HIGH	79.910
0.618	79.673
0.500	79.600
0.382	79.527
LOW	79.290
0.618	78.907
1.000	78.670
1.618	78.287
2.618	77.667
4.250	76.655

Fisher Pivots for day following 03-Apr-2012
Pivot	1 day	3 day
R1	79.887	79.885
PP	79.744	79.739
S1	79.600	79.593

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols