ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 80.100 79.665 -0.435 -0.5% 79.800
High 80.100 80.015 -0.085 -0.1% 80.310
Low 79.770 79.650 -0.120 -0.2% 79.650
Close 79.792 80.225 0.433 0.5% 80.225
Range 0.330 0.365 0.035 10.6% 0.660
ATR 0.000 0.291 0.291 0.000
Volume 5 47 42 840.0% 60
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.058 81.007 80.426
R3 80.693 80.642 80.325
R2 80.328 80.328 80.292
R1 80.277 80.277 80.258 80.303
PP 79.963 79.963 79.963 79.976
S1 79.912 79.912 80.192 79.938
S2 79.598 79.598 80.158
S3 79.233 79.547 80.125
S4 78.868 79.182 80.024
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.042 81.793 80.588
R3 81.382 81.133 80.407
R2 80.722 80.722 80.346
R1 80.473 80.473 80.286 80.598
PP 80.062 80.062 80.062 80.124
S1 79.813 79.813 80.165 79.938
S2 79.402 79.402 80.104
S3 78.742 79.153 80.044
S4 78.082 78.493 79.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.310 79.650 0.660 0.8% 0.199 0.2% 87% False True 12
10 80.310 79.337 0.973 1.2% 0.102 0.1% 91% False False 7
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 0.002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.566
2.618 80.971
1.618 80.606
1.000 80.380
0.618 80.241
HIGH 80.015
0.618 79.876
0.500 79.833
0.382 79.789
LOW 79.650
0.618 79.424
1.000 79.285
1.618 79.059
2.618 78.694
4.250 78.099
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 80.094 80.143
PP 79.963 80.062
S1 79.833 79.980

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

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