ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 79.375 79.495 0.120 0.2% 80.085
High 79.775 79.535 -0.240 -0.3% 80.345
Low 79.320 79.185 -0.135 -0.2% 79.225
Close 79.536 79.326 -0.210 -0.3% 79.313
Range 0.455 0.350 -0.105 -23.1% 1.120
ATR 0.531 0.518 -0.013 -2.4% 0.000
Volume 18,450 16,024 -2,426 -13.1% 99,494
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.399 80.212 79.519
R3 80.049 79.862 79.422
R2 79.699 79.699 79.390
R1 79.512 79.512 79.358 79.431
PP 79.349 79.349 79.349 79.308
S1 79.162 79.162 79.294 79.081
S2 78.999 78.999 79.262
S3 78.649 78.812 79.230
S4 78.299 78.462 79.134
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 79.185 0.840 1.1% 0.437 0.6% 17% False True 18,634
10 80.345 79.185 1.160 1.5% 0.490 0.6% 12% False True 19,752
20 80.365 78.795 1.570 2.0% 0.492 0.6% 34% False False 21,119
40 81.160 78.420 2.740 3.5% 0.558 0.7% 33% False False 17,469
60 81.160 78.420 2.740 3.5% 0.487 0.6% 33% False False 11,667
80 82.286 78.420 3.866 4.9% 0.405 0.5% 23% False False 8,752
100 82.286 78.420 3.866 4.9% 0.328 0.4% 23% False False 7,009
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.100
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 81.023
2.618 80.451
1.618 80.101
1.000 79.885
0.618 79.751
HIGH 79.535
0.618 79.401
0.500 79.360
0.382 79.319
LOW 79.185
0.618 78.969
1.000 78.835
1.618 78.619
2.618 78.269
4.250 77.698
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 79.360 79.480
PP 79.349 79.429
S1 79.337 79.377

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

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