ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	79.105	79.025	-0.080	-0.1%	79.905
High	79.235	79.165	-0.070	-0.1%	80.055
Low	79.025	79.025	0.000	0.0%	79.045
Close	79.223	79.275	0.052	0.1%	79.127
Range	0.210	0.140	-0.070	-33.3%	1.010
ATR	0.301	0.294	-0.007	-2.4%	0.000
Volume	42	4	-38	-90.5%	569

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.575	79.565	79.352
R3	79.435	79.425	79.314
R2	79.295	79.295	79.301
R1	79.285	79.285	79.288	79.290
PP	79.155	79.155	79.155	79.158
S1	79.145	79.145	79.262	79.150
S2	79.015	79.015	79.249
S3	78.875	79.005	79.237
S4	78.735	78.865	79.198

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.439	81.793	79.683
R3	81.429	80.783	79.405
R2	80.419	80.419	79.312
R1	79.773	79.773	79.220	79.591
PP	79.409	79.409	79.409	79.318
S1	78.763	78.763	79.034	78.581
S2	78.399	78.399	78.942
S3	77.389	77.753	78.849
S4	76.379	76.743	78.572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.740	79.025	0.715	0.9%	0.226	0.3%	35%	False	True	98
10	80.300	79.025	1.275	1.6%	0.246	0.3%	20%	False	True	68
20	80.705	79.025	1.680	2.1%	0.200	0.3%	15%	False	True	44

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	79.760
2.618	79.532
1.618	79.392
1.000	79.305
0.618	79.252
HIGH	79.165
0.618	79.112
0.500	79.095
0.382	79.078
LOW	79.025
0.618	78.938
1.000	78.885
1.618	78.798
2.618	78.658
4.250	78.430

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	79.215	79.252
PP	79.155	79.228
S1	79.095	79.205

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