ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 79.790 79.680 -0.110 -0.1% 78.835
High 80.135 80.075 -0.060 -0.1% 79.615
Low 79.630 79.670 0.040 0.1% 78.665
Close 79.715 79.849 0.134 0.2% 79.587
Range 0.505 0.405 -0.100 -19.8% 0.950
ATR 0.476 0.471 -0.005 -1.1% 0.000
Volume 21,655 25,491 3,836 17.7% 97,022
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 81.080 80.869 80.072
R3 80.675 80.464 79.960
R2 80.270 80.270 79.923
R1 80.059 80.059 79.886 80.165
PP 79.865 79.865 79.865 79.917
S1 79.654 79.654 79.812 79.760
S2 79.460 79.460 79.775
S3 79.055 79.249 79.738
S4 78.650 78.844 79.626
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 80.135 78.900 1.235 1.5% 0.453 0.6% 77% False False 22,331
10 80.135 78.665 1.470 1.8% 0.415 0.5% 81% False False 20,466
20 80.345 78.665 1.680 2.1% 0.453 0.6% 70% False False 20,109
40 81.160 78.665 2.495 3.1% 0.510 0.6% 47% False False 21,989
60 81.160 78.420 2.740 3.4% 0.520 0.7% 52% False False 15,075
80 81.785 78.420 3.365 4.2% 0.435 0.5% 42% False False 11,309
100 82.286 78.420 3.866 4.8% 0.366 0.5% 37% False False 9,048
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.099
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.796
2.618 81.135
1.618 80.730
1.000 80.480
0.618 80.325
HIGH 80.075
0.618 79.920
0.500 79.873
0.382 79.825
LOW 79.670
0.618 79.420
1.000 79.265
1.618 79.015
2.618 78.610
4.250 77.949
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 79.873 79.779
PP 79.865 79.710
S1 79.857 79.640

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

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