ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 80.350 80.560 0.210 0.3% 79.790
High 80.480 80.860 0.380 0.5% 80.480
Low 80.210 80.490 0.280 0.3% 79.630
Close 80.404 80.748 0.344 0.4% 80.404
Range 0.270 0.370 0.100 37.0% 0.850
ATR 0.448 0.448 0.001 0.1% 0.000
Volume 21,689 30,319 8,630 39.8% 135,806
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 81.809 81.649 80.952
R3 81.439 81.279 80.850
R2 81.069 81.069 80.816
R1 80.909 80.909 80.782 80.989
PP 80.699 80.699 80.699 80.740
S1 80.539 80.539 80.714 80.619
S2 80.329 80.329 80.680
S3 79.959 80.169 80.646
S4 79.589 79.799 80.545
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 82.721 82.413 80.872
R3 81.871 81.563 80.638
R2 81.021 81.021 80.560
R1 80.713 80.713 80.482 80.867
PP 80.171 80.171 80.171 80.249
S1 79.863 79.863 80.326 80.017
S2 79.321 79.321 80.248
S3 78.471 79.013 80.170
S4 77.621 78.163 79.937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.860 79.670 1.190 1.5% 0.348 0.4% 91% True False 28,894
10 80.860 78.665 2.195 2.7% 0.399 0.5% 95% True False 24,368
20 80.860 78.665 2.195 2.7% 0.403 0.5% 95% True False 21,614
40 80.860 78.665 2.195 2.7% 0.474 0.6% 95% True False 21,523
60 81.160 78.420 2.740 3.4% 0.504 0.6% 85% False False 17,048
80 81.160 78.420 2.740 3.4% 0.447 0.6% 85% False False 12,796
100 82.286 78.420 3.866 4.8% 0.379 0.5% 60% False False 10,238
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 0.083
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.433
2.618 81.829
1.618 81.459
1.000 81.230
0.618 81.089
HIGH 80.860
0.618 80.719
0.500 80.675
0.382 80.631
LOW 80.490
0.618 80.261
1.000 80.120
1.618 79.891
2.618 79.521
4.250 78.918
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 80.724 80.656
PP 80.699 80.564
S1 80.675 80.473

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

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