ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 81.200 82.175 0.975 1.2% 81.000
High 81.785 82.205 0.420 0.5% 82.205
Low 81.200 82.000 0.800 1.0% 80.305
Close 81.705 82.047 0.342 0.4% 82.047
Range 0.585 0.205 -0.380 -65.0% 1.900
ATR 0.363 0.373 0.010 2.7% 0.000
Volume 16 16 0 0.0% 43
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 82.699 82.578 82.160
R3 82.494 82.373 82.103
R2 82.289 82.289 82.085
R1 82.168 82.168 82.066 82.126
PP 82.084 82.084 82.084 82.063
S1 81.963 81.963 82.028 81.921
S2 81.879 81.879 82.009
S3 81.674 81.758 81.991
S4 81.469 81.553 81.934
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 87.219 86.533 83.092
R3 85.319 84.633 82.570
R2 83.419 83.419 82.395
R1 82.733 82.733 82.221 83.076
PP 81.519 81.519 81.519 81.691
S1 80.833 80.833 81.873 81.176
S2 79.619 79.619 81.699
S3 77.719 78.933 81.525
S4 75.819 77.033 81.002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.205 80.305 1.900 2.3% 0.354 0.4% 92% True False 8
10 82.205 80.305 1.900 2.3% 0.177 0.2% 92% True False 5
20 82.205 79.375 2.830 3.4% 0.105 0.1% 94% True False 39
Crabel Price Patterns
NR True
NR4 True
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 -0.038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.076
2.618 82.742
1.618 82.537
1.000 82.410
0.618 82.332
HIGH 82.205
0.618 82.127
0.500 82.103
0.382 82.078
LOW 82.000
0.618 81.873
1.000 81.795
1.618 81.668
2.618 81.463
4.250 81.129
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 82.103 81.783
PP 82.084 81.519
S1 82.066 81.255

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

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