ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 79.920 79.495 -0.425 -0.5% 80.050
High 79.955 80.080 0.125 0.2% 80.320
Low 79.365 79.450 0.085 0.1% 79.365
Close 79.449 80.055 0.606 0.8% 80.055
Range 0.590 0.630 0.040 6.8% 0.955
ATR 0.554 0.559 0.006 1.0% 0.000
Volume 25,445 19,563 -5,882 -23.1% 101,245
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 81.752 81.533 80.402
R3 81.122 80.903 80.228
R2 80.492 80.492 80.171
R1 80.273 80.273 80.113 80.383
PP 79.862 79.862 79.862 79.916
S1 79.643 79.643 79.997 79.753
S2 79.232 79.232 79.940
S3 78.602 79.013 79.882
S4 77.972 78.383 79.709
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.778 82.372 80.580
R3 81.823 81.417 80.318
R2 80.868 80.868 80.230
R1 80.462 80.462 80.143 80.665
PP 79.913 79.913 79.913 80.015
S1 79.507 79.507 79.967 79.710
S2 78.958 78.958 79.880
S3 78.003 78.552 79.792
S4 77.048 77.597 79.530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.320 79.365 0.955 1.2% 0.523 0.7% 72% False False 20,249
10 80.365 78.795 1.570 2.0% 0.532 0.7% 80% False False 22,055
20 80.760 78.795 1.965 2.5% 0.553 0.7% 64% False False 21,614
40 81.160 78.420 2.740 3.4% 0.547 0.7% 60% False False 14,136
60 81.160 78.420 2.740 3.4% 0.451 0.6% 60% False False 9,435
80 82.286 78.420 3.866 4.8% 0.365 0.5% 42% False False 7,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.089
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 82.758
2.618 81.729
1.618 81.099
1.000 80.710
0.618 80.469
HIGH 80.080
0.618 79.839
0.500 79.765
0.382 79.691
LOW 79.450
0.618 79.061
1.000 78.820
1.618 78.431
2.618 77.801
4.250 76.773
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 79.958 79.956
PP 79.862 79.857
S1 79.765 79.758

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

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