ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 79.225 79.035 -0.190 -0.2% 79.495
High 79.225 79.275 0.050 0.1% 79.940
Low 78.870 78.920 0.050 0.1% 78.870
Close 79.138 78.963 -0.175 -0.2% 79.138
Range 0.355 0.355 0.000 0.0% 1.070
ATR 0.562 0.547 -0.015 -2.6% 0.000
Volume 24,070 19,340 -4,730 -19.7% 111,054
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.118 79.895 79.158
R3 79.763 79.540 79.061
R2 79.408 79.408 79.028
R1 79.185 79.185 78.996 79.119
PP 79.053 79.053 79.053 79.020
S1 78.830 78.830 78.930 78.764
S2 78.698 78.698 78.898
S3 78.343 78.475 78.865
S4 77.988 78.120 78.768
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.526 81.902 79.727
R3 81.456 80.832 79.432
R2 80.386 80.386 79.334
R1 79.762 79.762 79.236 79.539
PP 79.316 79.316 79.316 79.205
S1 78.692 78.692 79.040 78.469
S2 78.246 78.246 78.942
S3 77.176 77.622 78.844
S4 76.106 76.552 78.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.530 78.870 0.660 0.8% 0.399 0.5% 14% False False 22,254
10 80.195 78.870 1.325 1.7% 0.506 0.6% 7% False False 20,682
20 81.160 78.870 2.290 2.9% 0.574 0.7% 4% False False 19,316
40 81.160 78.420 2.740 3.5% 0.520 0.7% 20% False False 9,721
60 82.286 78.420 3.866 4.9% 0.380 0.5% 14% False False 6,484
80 82.286 78.420 3.866 4.9% 0.307 0.4% 14% False False 4,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.169
Fibonacci Retracements and Extensions
4.250 80.784
2.618 80.204
1.618 79.849
1.000 79.630
0.618 79.494
HIGH 79.275
0.618 79.139
0.500 79.098
0.382 79.056
LOW 78.920
0.618 78.701
1.000 78.565
1.618 78.346
2.618 77.991
4.250 77.411
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 79.098 79.200
PP 79.053 79.121
S1 79.008 79.042

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

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