ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
20-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 79.510 79.615 0.105 0.1% 79.500
High 79.520 79.780 0.260 0.3% 80.585
Low 79.315 79.265 -0.050 -0.1% 79.110
Close 79.846 79.511 -0.335 -0.4% 79.846
Range 0.205 0.515 0.310 151.2% 1.475
ATR 0.469 0.477 0.008 1.7% 0.000
Volume 32 91 59 184.4% 640
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.064 80.802 79.794
R3 80.549 80.287 79.653
R2 80.034 80.034 79.605
R1 79.772 79.772 79.558 79.646
PP 79.519 79.519 79.519 79.455
S1 79.257 79.257 79.464 79.131
S2 79.004 79.004 79.417
S3 78.489 78.742 79.369
S4 77.974 78.227 79.228
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 84.272 83.534 80.657
R3 82.797 82.059 80.252
R2 81.322 81.322 80.116
R1 80.584 80.584 79.981 80.953
PP 79.847 79.847 79.847 80.032
S1 79.109 79.109 79.711 79.478
S2 78.372 78.372 79.576
S3 76.897 77.634 79.440
S4 75.422 76.159 79.035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.585 79.265 1.320 1.7% 0.484 0.6% 19% False True 108
10 80.585 78.930 1.655 2.1% 0.370 0.5% 35% False False 80
20 80.585 78.880 1.705 2.1% 0.286 0.4% 37% False False 45
40 82.286 78.880 3.406 4.3% 0.210 0.3% 19% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.969
2.618 81.128
1.618 80.613
1.000 80.295
0.618 80.098
HIGH 79.780
0.618 79.583
0.500 79.523
0.382 79.462
LOW 79.265
0.618 78.947
1.000 78.750
1.618 78.432
2.618 77.917
4.250 77.076
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 79.523 79.643
PP 79.519 79.599
S1 79.515 79.555

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

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