ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 03-Apr-2012
Day Change Summary
Previous Current
02-Apr-2012 03-Apr-2012 Change Change % Previous Week
Open 79.035 78.900 -0.135 -0.2% 79.495
High 79.275 79.655 0.380 0.5% 79.940
Low 78.920 78.795 -0.125 -0.2% 78.870
Close 78.963 79.641 0.678 0.9% 79.138
Range 0.355 0.860 0.505 142.3% 1.070
ATR 0.547 0.569 0.022 4.1% 0.000
Volume 19,340 28,232 8,892 46.0% 111,054
Daily Pivots for day following 03-Apr-2012
Classic Woodie Camarilla DeMark
R4 81.944 81.652 80.114
R3 81.084 80.792 79.878
R2 80.224 80.224 79.799
R1 79.932 79.932 79.720 80.078
PP 79.364 79.364 79.364 79.437
S1 79.072 79.072 79.562 79.218
S2 78.504 78.504 79.483
S3 77.644 78.212 79.405
S4 76.784 77.352 79.168
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 79.655 78.795 0.860 1.1% 0.488 0.6% 98% True True 23,744
10 80.195 78.795 1.400 1.8% 0.551 0.7% 60% False True 22,116
20 81.160 78.795 2.365 3.0% 0.579 0.7% 36% False True 20,632
40 81.160 78.420 2.740 3.4% 0.519 0.7% 45% False False 10,427
60 82.286 78.420 3.866 4.9% 0.395 0.5% 32% False False 6,954
80 82.286 78.420 3.866 4.9% 0.318 0.4% 32% False False 5,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.173
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.310
2.618 81.906
1.618 81.046
1.000 80.515
0.618 80.186
HIGH 79.655
0.618 79.326
0.500 79.225
0.382 79.124
LOW 78.795
0.618 78.264
1.000 77.935
1.618 77.404
2.618 76.544
4.250 75.140
Fisher Pivots for day following 03-Apr-2012
Pivot 1 day 3 day
R1 79.502 79.502
PP 79.364 79.364
S1 79.225 79.225

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

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