ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 09-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 09-Apr-2012 Change Change % Previous Week
Open 79.915 80.050 0.135 0.2% 79.035
High 80.365 80.320 -0.045 -0.1% 80.365
Low 79.790 79.835 0.045 0.1% 78.795
Close 80.293 79.919 -0.374 -0.5% 80.293
Range 0.575 0.485 -0.090 -15.7% 1.570
ATR 0.569 0.563 -0.006 -1.1% 0.000
Volume 24,833 11,583 -13,250 -53.4% 95,244
Daily Pivots for day following 09-Apr-2012
Classic Woodie Camarilla DeMark
R4 81.480 81.184 80.186
R3 80.995 80.699 80.052
R2 80.510 80.510 80.008
R1 80.214 80.214 79.963 80.120
PP 80.025 80.025 80.025 79.977
S1 79.729 79.729 79.875 79.635
S2 79.540 79.540 79.830
S3 79.055 79.244 79.786
S4 78.570 78.759 79.652
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 84.528 83.980 81.157
R3 82.958 82.410 80.725
R2 81.388 81.388 80.581
R1 80.840 80.840 80.437 81.114
PP 79.818 79.818 79.818 79.955
S1 79.270 79.270 80.149 79.544
S2 78.248 78.248 80.005
S3 76.678 77.700 79.861
S4 75.108 76.130 79.430
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% 0.566 0.7% 72% False False 21,365
10 80.365 78.795 1.570 2.0% 0.535 0.7% 72% False False 21,788
20 81.160 78.795 2.365 3.0% 0.560 0.7% 48% False False 23,080
40 81.160 78.420 2.740 3.4% 0.551 0.7% 55% False False 11,907
60 82.286 78.420 3.866 4.8% 0.422 0.5% 39% False False 7,941
80 82.286 78.420 3.866 4.8% 0.338 0.4% 39% False False 5,957
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.159
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.381
2.618 81.590
1.618 81.105
1.000 80.805
0.618 80.620
HIGH 80.320
0.618 80.135
0.500 80.078
0.382 80.020
LOW 79.835
0.618 79.535
1.000 79.350
1.618 79.050
2.618 78.565
4.250 77.774
Fisher Pivots for day following 09-Apr-2012
Pivot 1 day 3 day
R1 80.078 79.953
PP 80.025 79.941
S1 79.972 79.930

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

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