ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 79.260 79.240 -0.020 0.0% 78.835
High 79.535 79.615 0.080 0.1% 79.615
Low 79.150 79.145 -0.005 0.0% 78.665
Close 79.293 79.587 0.294 0.4% 79.587
Range 0.385 0.470 0.085 22.1% 0.950
ATR 0.470 0.470 0.000 0.0% 0.000
Volume 20,458 24,757 4,299 21.0% 97,022
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 80.859 80.693 79.846
R3 80.389 80.223 79.716
R2 79.919 79.919 79.673
R1 79.753 79.753 79.630 79.836
PP 79.449 79.449 79.449 79.491
S1 79.283 79.283 79.544 79.366
S2 78.979 78.979 79.501
S3 78.509 78.813 79.458
S4 78.039 78.343 79.329
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 82.139 81.813 80.110
R3 81.189 80.863 79.848
R2 80.239 80.239 79.761
R1 79.913 79.913 79.674 80.076
PP 79.289 79.289 79.289 79.371
S1 78.963 78.963 79.500 79.126
S2 78.339 78.339 79.413
S3 77.389 78.013 79.326
S4 76.439 77.063 79.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.615 78.665 0.950 1.2% 0.403 0.5% 97% True False 19,404
10 79.775 78.665 1.110 1.4% 0.405 0.5% 83% False False 19,198
20 80.345 78.665 1.680 2.1% 0.455 0.6% 55% False False 19,636
40 81.160 78.665 2.495 3.1% 0.519 0.7% 37% False False 21,180
60 81.160 78.420 2.740 3.4% 0.512 0.6% 43% False False 14,290
80 82.286 78.420 3.866 4.9% 0.424 0.5% 30% False False 10,720
100 82.286 78.420 3.866 4.9% 0.357 0.4% 30% False False 8,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.092
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.613
2.618 80.845
1.618 80.375
1.000 80.085
0.618 79.905
HIGH 79.615
0.618 79.435
0.500 79.380
0.382 79.325
LOW 79.145
0.618 78.855
1.000 78.675
1.618 78.385
2.618 77.915
4.250 77.148
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 79.518 79.477
PP 79.449 79.367
S1 79.380 79.258

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

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