ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 78.960 79.600 0.640 0.8% 79.500
High 78.960 79.675 0.715 0.9% 79.900
Low 78.950 79.580 0.630 0.8% 78.880
Close 79.022 79.616 0.594 0.8% 79.616
Range 0.010 0.095 0.085 850.0% 1.020
ATR 0.387 0.406 0.019 4.9% 0.000
Volume 2 2 0 0.0% 55
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 79.909 79.857 79.668
R3 79.814 79.762 79.642
R2 79.719 79.719 79.633
R1 79.667 79.667 79.625 79.693
PP 79.624 79.624 79.624 79.637
S1 79.572 79.572 79.607 79.598
S2 79.529 79.529 79.599
S3 79.434 79.477 79.590
S4 79.339 79.382 79.564
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.525 82.091 80.177
R3 81.505 81.071 79.897
R2 80.485 80.485 79.803
R1 80.051 80.051 79.710 80.268
PP 79.465 79.465 79.465 79.574
S1 79.031 79.031 79.523 79.248
S2 78.445 78.445 79.429
S3 77.425 78.011 79.336
S4 76.405 76.991 79.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.900 78.880 1.020 1.3% 0.330 0.4% 72% False False 11
10 79.900 78.880 1.020 1.3% 0.189 0.2% 72% False False 12
20 82.286 78.880 3.406 4.3% 0.163 0.2% 22% False False 9
40 82.286 78.880 3.406 4.3% 0.126 0.2% 22% False False 7
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 0.007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.079
2.618 79.924
1.618 79.829
1.000 79.770
0.618 79.734
HIGH 79.675
0.618 79.639
0.500 79.628
0.382 79.616
LOW 79.580
0.618 79.521
1.000 79.485
1.618 79.426
2.618 79.331
4.250 79.176
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 79.628 79.512
PP 79.624 79.407
S1 79.620 79.303

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

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