ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 79.675 79.375 -0.300 -0.4% 80.085
High 79.745 79.775 0.030 0.0% 80.345
Low 79.225 79.320 0.095 0.1% 79.225
Close 79.313 79.536 0.223 0.3% 79.313
Range 0.520 0.455 -0.065 -12.5% 1.120
ATR 0.536 0.531 -0.005 -1.0% 0.000
Volume 23,406 18,450 -4,956 -21.2% 99,494
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.909 80.677 79.786
R3 80.454 80.222 79.661
R2 79.999 79.999 79.619
R1 79.767 79.767 79.578 79.883
PP 79.544 79.544 79.544 79.602
S1 79.312 79.312 79.494 79.428
S2 79.089 79.089 79.453
S3 78.634 78.857 79.411
S4 78.179 78.402 79.286
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.988 82.270 79.929
R3 81.868 81.150 79.621
R2 80.748 80.748 79.518
R1 80.030 80.030 79.416 79.829
PP 79.628 79.628 79.628 79.527
S1 78.910 78.910 79.210 78.709
S2 78.508 78.508 79.108
S3 77.388 77.790 79.005
S4 76.268 76.670 78.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.025 79.225 0.800 1.0% 0.443 0.6% 39% False False 18,526
10 80.345 79.225 1.120 1.4% 0.502 0.6% 28% False False 20,760
20 80.365 78.795 1.570 2.0% 0.519 0.7% 47% False False 21,274
40 81.160 78.420 2.740 3.4% 0.558 0.7% 41% False False 17,072
60 81.160 78.420 2.740 3.4% 0.482 0.6% 41% False False 11,400
80 82.286 78.420 3.866 4.9% 0.401 0.5% 29% False False 8,552
100 82.286 78.420 3.866 4.9% 0.324 0.4% 29% False False 6,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.114
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.709
2.618 80.966
1.618 80.511
1.000 80.230
0.618 80.056
HIGH 79.775
0.618 79.601
0.500 79.548
0.382 79.494
LOW 79.320
0.618 79.039
1.000 78.865
1.618 78.584
2.618 78.129
4.250 77.386
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 79.548 79.603
PP 79.544 79.580
S1 79.540 79.558

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

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