ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 79.369 79.730 0.361 0.5% 80.680
High 79.369 79.730 0.361 0.5% 80.680
Low 79.369 79.650 0.281 0.4% 79.369
Close 79.369 79.662 0.293 0.4% 79.369
Range 0.000 0.080 0.080 1.311
ATR 0.412 0.408 -0.004 -0.9% 0.000
Volume 12 19 7 58.3% 55
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 79.921 79.871 79.706
R3 79.841 79.791 79.684
R2 79.761 79.761 79.677
R1 79.711 79.711 79.669 79.696
PP 79.681 79.681 79.681 79.673
S1 79.631 79.631 79.655 79.616
S2 79.601 79.601 79.647
S3 79.521 79.551 79.640
S4 79.441 79.471 79.618
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 83.739 82.865 80.090
R3 82.428 81.554 79.730
R2 81.117 81.117 79.609
R1 80.243 80.243 79.489 80.025
PP 79.806 79.806 79.806 79.697
S1 78.932 78.932 79.249 78.714
S2 78.495 78.495 79.129
S3 77.184 77.621 79.008
S4 75.873 76.310 78.648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.504 79.369 1.135 1.4% 0.108 0.1% 26% False False 12
10 81.785 79.369 2.416 3.0% 0.145 0.2% 12% False False 8
20 82.286 79.369 2.917 3.7% 0.161 0.2% 10% False False 9
40 82.286 79.369 2.917 3.7% 0.089 0.1% 10% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.070
2.618 79.939
1.618 79.859
1.000 79.810
0.618 79.779
HIGH 79.730
0.618 79.699
0.500 79.690
0.382 79.681
LOW 79.650
0.618 79.601
1.000 79.570
1.618 79.521
2.618 79.441
4.250 79.310
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 79.690 79.657
PP 79.681 79.652
S1 79.671 79.647

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

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