ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 79.500 79.650 0.150 0.2% 79.500
High 79.500 80.205 0.705 0.9% 79.900
Low 79.110 79.650 0.540 0.7% 78.880
Close 79.425 80.079 0.654 0.8% 79.616
Range 0.390 0.555 0.165 42.3% 1.020
ATR 0.413 0.440 0.026 6.3% 0.000
Volume 25 194 169 676.0% 55
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.643 81.416 80.384
R3 81.088 80.861 80.232
R2 80.533 80.533 80.181
R1 80.306 80.306 80.130 80.420
PP 79.978 79.978 79.978 80.035
S1 79.751 79.751 80.028 79.865
S2 79.423 79.423 79.977
S3 78.868 79.196 79.926
S4 78.313 78.641 79.774
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 80.205 78.930 1.275 1.6% 0.255 0.3% 90% True False 52
10 80.205 78.880 1.325 1.7% 0.275 0.3% 90% True False 30
20 81.175 78.880 2.295 2.9% 0.205 0.3% 52% False False 20
40 82.286 78.880 3.406 4.3% 0.149 0.2% 35% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 82.564
2.618 81.658
1.618 81.103
1.000 80.760
0.618 80.548
HIGH 80.205
0.618 79.993
0.500 79.928
0.382 79.862
LOW 79.650
0.618 79.307
1.000 79.095
1.618 78.752
2.618 78.197
4.250 77.291
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 80.029 79.939
PP 79.978 79.798
S1 79.928 79.658

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

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