ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 79.565 79.915 0.350 0.4% 79.495
High 80.095 80.365 0.270 0.3% 79.940
Low 79.540 79.790 0.250 0.3% 78.870
Close 79.949 80.293 0.344 0.4% 79.138
Range 0.555 0.575 0.020 3.6% 1.070
ATR 0.568 0.569 0.000 0.1% 0.000
Volume 22,839 24,833 1,994 8.7% 111,054
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 81.874 81.659 80.609
R3 81.299 81.084 80.451
R2 80.724 80.724 80.398
R1 80.509 80.509 80.346 80.617
PP 80.149 80.149 80.149 80.203
S1 79.934 79.934 80.240 80.042
S2 79.574 79.574 80.188
S3 78.999 79.359 80.135
S4 78.424 78.784 79.977
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 80.365 78.795 1.570 2.0% 0.540 0.7% 95% True False 23,862
10 80.365 78.795 1.570 2.0% 0.555 0.7% 95% True False 23,099
20 81.160 78.795 2.365 2.9% 0.583 0.7% 63% False False 22,725
40 81.160 78.420 2.740 3.4% 0.541 0.7% 68% False False 11,617
60 82.286 78.420 3.866 4.8% 0.414 0.5% 48% False False 7,748
80 82.286 78.420 3.866 4.8% 0.332 0.4% 48% False False 5,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.149
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.809
2.618 81.870
1.618 81.295
1.000 80.940
0.618 80.720
HIGH 80.365
0.618 80.145
0.500 80.078
0.382 80.010
LOW 79.790
0.618 79.435
1.000 79.215
1.618 78.860
2.618 78.285
4.250 77.346
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 80.221 80.055
PP 80.149 79.818
S1 80.078 79.580

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

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