ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 78.860 78.590 -0.270 -0.3% 79.510
High 78.995 79.260 0.265 0.3% 79.830
Low 78.600 78.420 -0.180 -0.2% 78.580
Close 78.625 79.131 0.506 0.6% 78.771
Range 0.395 0.840 0.445 112.7% 1.250
ATR 0.480 0.505 0.026 5.4% 0.000
Volume 120 203 83 69.2% 340
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 81.457 81.134 79.593
R3 80.617 80.294 79.362
R2 79.777 79.777 79.285
R1 79.454 79.454 79.208 79.616
PP 78.937 78.937 78.937 79.018
S1 78.614 78.614 79.054 78.776
S2 78.097 78.097 78.977
S3 77.257 77.774 78.900
S4 76.417 76.934 78.669
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.810 82.041 79.459
R3 81.560 80.791 79.115
R2 80.310 80.310 79.000
R1 79.541 79.541 78.886 79.301
PP 79.060 79.060 79.060 78.940
S1 78.291 78.291 78.656 78.051
S2 77.810 77.810 78.542
S3 76.560 77.041 78.427
S4 75.310 75.791 78.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.550 78.420 1.130 1.4% 0.535 0.7% 63% False True 132
10 80.585 78.420 2.165 2.7% 0.485 0.6% 33% False True 110
20 80.585 78.420 2.165 2.7% 0.406 0.5% 33% False True 76
40 82.286 78.420 3.866 4.9% 0.259 0.3% 18% False True 43
60 82.286 78.420 3.866 4.9% 0.194 0.2% 18% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.104
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 82.830
2.618 81.459
1.618 80.619
1.000 80.100
0.618 79.779
HIGH 79.260
0.618 78.939
0.500 78.840
0.382 78.741
LOW 78.420
0.618 77.901
1.000 77.580
1.618 77.061
2.618 76.221
4.250 74.850
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 79.034 79.034
PP 78.937 78.937
S1 78.840 78.840

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

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