ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 80.875 81.000 0.125 0.2% 80.490
High 80.875 80.595 -0.280 -0.3% 81.411
Low 80.875 80.375 -0.500 -0.6% 80.490
Close 81.022 80.412 -0.610 -0.8% 81.022
Range 0.000 0.220 0.220 0.921
ATR 0.264 0.291 0.027 10.4% 0.000
Volume 1 0 -1 -100.0% 5
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 81.121 80.986 80.533
R3 80.901 80.766 80.473
R2 80.681 80.681 80.452
R1 80.546 80.546 80.432 80.504
PP 80.461 80.461 80.461 80.439
S1 80.326 80.326 80.392 80.284
S2 80.241 80.241 80.372
S3 80.021 80.106 80.352
S4 79.801 79.886 80.291
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.737 83.301 81.529
R3 82.816 82.380 81.275
R2 81.895 81.895 81.191
R1 81.459 81.459 81.106 81.677
PP 80.974 80.974 80.974 81.084
S1 80.538 80.538 80.938 80.756
S2 80.053 80.053 80.853
S3 79.132 79.617 80.769
S4 78.211 78.696 80.515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.411 80.375 1.036 1.3% 0.044 0.1% 4% False True 1
10 81.430 80.375 1.055 1.3% 0.022 0.0% 4% False True 1
20 81.789 79.375 2.414 3.0% 0.027 0.0% 43% False False 37
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 -0.041
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 81.530
2.618 81.171
1.618 80.951
1.000 80.815
0.618 80.731
HIGH 80.595
0.618 80.511
0.500 80.485
0.382 80.459
LOW 80.375
0.618 80.239
1.000 80.155
1.618 80.019
2.618 79.799
4.250 79.440
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 80.485 80.893
PP 80.461 80.733
S1 80.436 80.572

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

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