ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 79.625 80.450 0.825 1.0% 79.800
High 80.535 80.580 0.045 0.1% 80.535
Low 79.595 80.270 0.675 0.8% 79.530
Close 80.509 80.344 -0.165 -0.2% 80.509
Range 0.940 0.310 -0.630 -67.0% 1.005
ATR 0.572 0.553 -0.019 -3.3% 0.000
Volume 4,490 10,297 5,807 129.3% 12,919
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.328 81.146 80.515
R3 81.018 80.836 80.429
R2 80.708 80.708 80.401
R1 80.526 80.526 80.372 80.462
PP 80.398 80.398 80.398 80.366
S1 80.216 80.216 80.316 80.152
S2 80.088 80.088 80.287
S3 79.778 79.906 80.259
S4 79.468 79.596 80.174
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.206 82.863 81.062
R3 82.201 81.858 80.785
R2 81.196 81.196 80.693
R1 80.853 80.853 80.601 81.025
PP 80.191 80.191 80.191 80.277
S1 79.848 79.848 80.417 80.020
S2 79.186 79.186 80.325
S3 78.181 78.843 80.233
S4 77.176 77.838 79.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.580 79.530 1.050 1.3% 0.612 0.8% 78% True False 4,502
10 80.580 78.420 2.160 2.7% 0.607 0.8% 89% True False 2,383
20 80.585 78.420 2.165 2.7% 0.538 0.7% 89% False False 1,248
40 81.785 78.420 3.365 4.2% 0.360 0.4% 57% False False 629
60 82.286 78.420 3.866 4.8% 0.270 0.3% 50% False False 421
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.092
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.898
2.618 81.392
1.618 81.082
1.000 80.890
0.618 80.772
HIGH 80.580
0.618 80.462
0.500 80.425
0.382 80.388
LOW 80.270
0.618 80.078
1.000 79.960
1.618 79.768
2.618 79.458
4.250 78.953
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 80.425 80.248
PP 80.398 80.151
S1 80.371 80.055

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

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