ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 25-Apr-2012
Day Change Summary
Previous Current
24-Apr-2012 25-Apr-2012 Change Change % Previous Week
Open 79.495 79.295 -0.200 -0.3% 80.085
High 79.535 79.415 -0.120 -0.2% 80.345
Low 79.185 79.075 -0.110 -0.1% 79.225
Close 79.326 79.111 -0.215 -0.3% 79.313
Range 0.350 0.340 -0.010 -2.9% 1.120
ATR 0.518 0.505 -0.013 -2.5% 0.000
Volume 16,024 20,417 4,393 27.4% 99,494
Daily Pivots for day following 25-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.220 80.006 79.298
R3 79.880 79.666 79.205
R2 79.540 79.540 79.173
R1 79.326 79.326 79.142 79.263
PP 79.200 79.200 79.200 79.169
S1 78.986 78.986 79.080 78.923
S2 78.860 78.860 79.049
S3 78.520 78.646 79.018
S4 78.180 78.306 78.924
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 79.980 79.075 0.905 1.1% 0.426 0.5% 4% False True 19,536
10 80.345 79.075 1.270 1.6% 0.480 0.6% 3% False True 19,939
20 80.365 78.795 1.570 2.0% 0.488 0.6% 20% False False 21,101
40 81.160 78.420 2.740 3.5% 0.557 0.7% 25% False False 17,976
60 81.160 78.420 2.740 3.5% 0.493 0.6% 25% False False 12,007
80 82.286 78.420 3.866 4.9% 0.407 0.5% 18% False False 9,007
100 82.286 78.420 3.866 4.9% 0.331 0.4% 18% False False 7,213
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 0.107
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 80.860
2.618 80.305
1.618 79.965
1.000 79.755
0.618 79.625
HIGH 79.415
0.618 79.285
0.500 79.245
0.382 79.205
LOW 79.075
0.618 78.865
1.000 78.735
1.618 78.525
2.618 78.185
4.250 77.630
Fisher Pivots for day following 25-Apr-2012
Pivot 1 day 3 day
R1 79.245 79.425
PP 79.200 79.320
S1 79.156 79.216

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

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