ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 20-Mar-2012
Day Change Summary
Previous Current
19-Mar-2012 20-Mar-2012 Change Change % Previous Week
Open 80.065 79.755 -0.310 -0.4% 80.450
High 80.185 80.100 -0.085 -0.1% 81.160
Low 79.605 79.685 0.080 0.1% 79.950
Close 79.712 79.825 0.113 0.1% 80.082
Range 0.580 0.415 -0.165 -28.4% 1.210
ATR 0.590 0.578 -0.013 -2.1% 0.000
Volume 19,369 13,886 -5,483 -28.3% 147,926
Daily Pivots for day following 20-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.115 80.885 80.053
R3 80.700 80.470 79.939
R2 80.285 80.285 79.901
R1 80.055 80.055 79.863 80.170
PP 79.870 79.870 79.870 79.928
S1 79.640 79.640 79.787 79.755
S2 79.455 79.455 79.749
S3 79.040 79.225 79.711
S4 78.625 78.810 79.597
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 84.027 83.265 80.748
R3 82.817 82.055 80.415
R2 81.607 81.607 80.304
R1 80.845 80.845 80.193 80.621
PP 80.397 80.397 80.397 80.286
S1 79.635 79.635 79.971 79.411
S2 79.187 79.187 79.860
S3 77.977 78.425 79.749
S4 76.767 77.215 79.417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.160 79.605 1.555 1.9% 0.616 0.8% 14% False False 28,763
10 81.160 79.530 1.630 2.0% 0.607 0.8% 18% False False 19,147
20 81.160 78.420 2.740 3.4% 0.578 0.7% 51% False False 9,755
40 81.160 78.420 2.740 3.4% 0.432 0.5% 51% False False 4,900
60 82.286 78.420 3.866 4.8% 0.332 0.4% 36% False False 3,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.864
2.618 81.186
1.618 80.771
1.000 80.515
0.618 80.356
HIGH 80.100
0.618 79.941
0.500 79.893
0.382 79.844
LOW 79.685
0.618 79.429
1.000 79.270
1.618 79.014
2.618 78.599
4.250 77.921
Fisher Pivots for day following 20-Mar-2012
Pivot 1 day 3 day
R1 79.893 80.183
PP 79.870 80.063
S1 79.848 79.944

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

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