ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 80.305 81.200 0.895 1.1% 80.490
High 81.065 81.785 0.720 0.9% 81.411
Low 80.305 81.200 0.895 1.1% 80.490
Close 80.920 81.705 0.785 1.0% 81.022
Range 0.760 0.585 -0.175 -23.0% 0.921
ATR 0.325 0.363 0.039 11.9% 0.000
Volume 11 16 5 45.5% 5
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.318 83.097 82.027
R3 82.733 82.512 81.866
R2 82.148 82.148 81.812
R1 81.927 81.927 81.759 82.038
PP 81.563 81.563 81.563 81.619
S1 81.342 81.342 81.651 81.453
S2 80.978 80.978 81.598
S3 80.393 80.757 81.544
S4 79.808 80.172 81.383
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 81.785 80.305 1.480 1.8% 0.313 0.4% 95% True False 5
10 81.785 80.305 1.480 1.8% 0.157 0.2% 95% True False 3
20 81.789 79.375 2.414 3.0% 0.095 0.1% 97% False False 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.271
2.618 83.317
1.618 82.732
1.000 82.370
0.618 82.147
HIGH 81.785
0.618 81.562
0.500 81.493
0.382 81.423
LOW 81.200
0.618 80.838
1.000 80.615
1.618 80.253
2.618 79.668
4.250 78.714
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 81.634 81.485
PP 81.563 81.265
S1 81.493 81.045

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

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