ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 79.680 80.005 0.325 0.4% 78.835
High 80.075 80.415 0.340 0.4% 79.615
Low 79.670 79.975 0.305 0.4% 78.665
Close 79.849 80.290 0.441 0.6% 79.587
Range 0.405 0.440 0.035 8.6% 0.950
ATR 0.471 0.477 0.007 1.4% 0.000
Volume 25,491 38,813 13,322 52.3% 97,022
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 81.547 81.358 80.532
R3 81.107 80.918 80.411
R2 80.667 80.667 80.371
R1 80.478 80.478 80.330 80.573
PP 80.227 80.227 80.227 80.274
S1 80.038 80.038 80.250 80.133
S2 79.787 79.787 80.209
S3 79.347 79.598 80.169
S4 78.907 79.158 80.048
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 80.415 79.145 1.270 1.6% 0.441 0.5% 90% True False 26,234
10 80.415 78.665 1.750 2.2% 0.425 0.5% 93% True False 22,305
20 80.415 78.665 1.750 2.2% 0.453 0.6% 93% True False 21,122
40 81.160 78.665 2.495 3.1% 0.504 0.6% 65% False False 22,283
60 81.160 78.420 2.740 3.4% 0.518 0.6% 68% False False 15,719
80 81.175 78.420 2.755 3.4% 0.439 0.5% 68% False False 11,794
100 82.286 78.420 3.866 4.8% 0.370 0.5% 48% False False 9,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.090
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.285
2.618 81.567
1.618 81.127
1.000 80.855
0.618 80.687
HIGH 80.415
0.618 80.247
0.500 80.195
0.382 80.143
LOW 79.975
0.618 79.703
1.000 79.535
1.618 79.263
2.618 78.823
4.250 78.105
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 80.258 80.201
PP 80.227 80.112
S1 80.195 80.023

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

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